Question on topic: Do these questions [i]need[/i] to be answered? Do we need to know who she is and who she was talking to for 2 seconds? Do we need to know where she went and what she is doing? It seems like she is on our side and doesn't like the Vex, so what else is there to know? There are unanswered questions, yes, but do these questions need to be answered right this second?
Let me put it this way. Imagine if Eris Morn was in the same situation as the Exo Stranger. Imagine if she came out of nowhere to advise us but we DIDN'T know about her past and her prejudice. Imagine she was just a really angry person with Hive eyes and she wanted us to kill Crota. Sure, we'd go do it, but we'd want to know more about Eris. Instead of asking "do we need the answers" (because no fans are going to die without the answers, which is the definition of need) you should really be asking, "Would it be a disservice to the fans to leave these questions unanswered?" Because really, they can write whatever they want, but it has to be something that the players want to play and explore. And so many people are saying yes, they want to know. So, yes, it woud be a disservice to the fans to leave them unanswered. So yeah, they SHOULD explore who the Exo Stranger is.
No, but they do need to be answered eventually. It's the fact that that eventuality may not be coming that worries and frustrates us.