I think Rare could do more in-game stuff like this to tease new things. Instead of leaving journals or hints lying around (or addition to). I think the days/weeks leading to Meg could have been pretty amazing if they introduce her into the world but at a distance that just created interest and the feeling that something is out there. Then the introduction would have been that much better. The suspense can really be played well in this type of setting.
We've only explored 5% of our own ocean and a lot of people have apprehension about the sea. So many stories have been crafted over the years because of the unknown of what is actually under the water. Rare has said that they want to flesh out the underwater section of the game. I think simply sending us under water to get something would be a missed opportunity to really play on peoples fears if there was a level of uncertainty around what is in the water.
I really think this type of story telling and world building needs to be taken into consideration. This game has a lot of potential to be a rich and mysterious world. Give us a world that feels more alive and epic!