The answer is very simple: because we don't.
I don't know if you're a fan of science fiction in general, but I recommend an older show called "Babylon 5". Nearly the entire 5 year run was scripted solely by the series' creator, Joe Straczynski. And he provides great commentary on the DVD's.
I mention this because he was very involved with the fans during the production of the show and would often answer questions. A big complaint he got was how he would show visions of the future where we saw a main character die or how a war would end. And the fans would get angry because "we know how it ends, so there's nothing left to tell." But he, like any good writer, knows that its more about the journey than about the destination. And backstory can completely change how an event is perceived (villains become heroes and vice versa). We have only seen one second in the history of Rapture. To say that we now "know everything" is quite short-sighted.
If you were talking about 90% of the games out there, with paper-thin plots and cardboard universes, I might agree with you. But Rapture takes place in a living, breathing environment. Playing BioShock is like booking a touristy guided trip to a foreign land. We ate in a few restaurants and snapped a few photos and heard the major historical points from the tour guide. Does that mean we know everything there is to know about that land? That there are no more stories to be told? Hoo-boy.....
