Agreed, it always struck me as odd that, for example, my wilderness characters (who always take the "outlander" background) would be considered "balduran". Allowing us to choose a bit more about our background would solve that and make our custom characters feel more fleshed out.
Was my rogue with the "criminal" background part of the Thieves' Guild or did he operate as part of a gang or even alone before his abduction?
Was my fighter with the "soldier" background a recruit of the guard or a mercenary company like the Flaming Fists before he got captured?
Was my barbarian an Uthgardt or Reghedmen tribesman? Or did he learn to harness his rage elsewhere, i.e. dwarven battlerager?
That sort of stuff is what is missing to make our custom characters feel complete. Sure, I can use my imagination and appropriate names to convey that, but none of it gets recognized by the game.
