Yeah... Star Wars has a habit of not fleshing out their villains on-screen, especially if they are only in one Movie. (maybe it was the inspiration for Michael Bay's work on Transformers )

Maul showed up as the big bad guy for the new/prequel Trilogy, and after 3 or 4 lines, he was killed off, without knowing anything about who he was.
Then again, we didn't really know much about Darth Vader from his first movie either (Ep4). It was in ESB that we learnt who he was to Luke, and that he was Obi Wan's student, and I think even his real name.
As Goktimus noted earlier, we we didn't know anything about the Emperor either after the original Trilogy... or that there was an Emperor until ESB (it seemed like the military was in charge during Ep4, and to me, Vader looked more like a non-ranking militia or bounty hunter).