I thought it'd be good to comply a list of lore still unexplained and if this somehow reminds developers to address those, great!
Right now I can only think of the following:
Bahktek: This guy remains to be very mysterious. Perhaps we will find out more about him in GW2 but I kinda doubt it. Who is he, where did he come from, and what is his purpose?
Seers: I'd love to know more about them - not much are known about them other than that they are the Mursaats' enemy.