Not to mention, the fact that they make a separate one every year splinters the community, as well as forces you to start all over from 0 again. I have to say, though, for a secondary mode, they sure put a lot of attention to it. All those weird Abstergo videos I'm sure only a few watch...
Shao Jun has a dedicated entry in Assassin's Creed III database, though, as well as being explicitly mentioned by Achilles by name. It's like a cruel tease.
The backstory stuff was actually pretty cool, but I just ended up watching those on YouTube and reading the rest somewhere else.
As for Jun, yeah, the tease is as cruel as they come. I think even in the Freedom Cry DLC, the box Adewale has resembles the one Shao Jun did in Embers as well. But apparently she's not cool enough to be on.. the banner.
Look at that shit, even Nikolai's on there and he just had two graphic novels.