I picked Early Antiquity basically with the same reasoning:
What I want the most is the Late Bronze Age collapse. We still don't know for certain what happened there, and why the Bronce Age empires fell as hard as they did, so it makes perfect yarn to spin tales off. The ominous
https://en.wikipedia.org/wiki/Sea_Peoples act almost like a zombie plague, an unexplained threat sweeping across empires and bringing them to their knees. In some areas they are thought of as fable, in others they are a threat to be reconned with.
Not to mention it would blend seamlessly with this antique version of a post-apocalyptic world where certain technologies and even written language were lost and people marvel at the achievements of the ancients with their cyclopean architecture and whatnot. Something certainly akin to AoD. It could even be spruced up by introducing the tropes of lost races or hidden remnants. Sea Peoples could easily be presented as survivors of the Atlantis on their way to Agharta. I mean there's a lot one could do with this setting, whether by trying to recreate it as our history perceives it or just having fun with it.
I also chose the interwar period, or rather a meld of WWI and the interwar period. Setting an Expeditions type game during the Bolshevik Revolution would be a stroke of genius. I've read plenty of memoirs written by people, who fought against or just fled from the commies. It was a fascinatingly turbulent time with tens of factions to choose from. Various White groups led by extraordinary people like Kolczak, Wrangel, Semyonov, Ungern-Sternberg; then there are the treacherous Czechoslovak Legion, belligerent but fairly disorganised Polish 5th Siberian Rifle Division, ill-equipped French expedition, Japanese Intervention forces, vile Hungarian Jewish defectors like Bela Kun and Tibor Szamuelly, YMCA members, various explorers like Ossendowski, Giżycki and scummy western red journos like Louise Bryant and John Reed. And that's only the tip of the iceberg. The variety offered by this single conflict is enough to realise a plethora of games in 10 different genres.
I'd also like some kind of exploration of the more pulpy themes. Indiana Jonesian style of adventure is still somewhat popular in different games but gathering different pulp tropes into one setting would be a neat idea. The closest we ever get is if it's a Cthulhu Mythos game, but I'd like some more of your Doc Savages, Shadows, Spiders, losts worlds, lost races, yellow perils, voodoo shamans etc. That would be fun.
Lastly, there's Sci-Fi, but with a caveat, of course. Space Opera might get some attention, now that the Foundation series is on the air and is good enough, and even more importantly because of Dune. Villeneuve's flick was warmly received by the audiences (I don't really understand why as the movie is shallow, empty, mostly rather badly acted and the battle scenes are a laughable display of hooligan firm tactics). Maybe this will spark more interest in similar settings in games? Who knows. What I'd really like, though, is for some good old science fantasy or sword and planet in the Burroughsian tradition. Ancient dying civilisation mixed with swashbuckling adventure and marvels of lost technology indistinguishable from magic.
It's a shame that as far as the settings go Worlds of Ultima: Savage Empire and Martian Dreams remain rather unique.
I would love to see an RPG set in faux Europe during the period leading up to the French revolution. With war, intrigue and conspiracy.
I'm pretty sure Japs produced at least one setting similar to what you're describing. But I'd venture a guess that their take on European history might not be the best.