Yes, but we know where the CIS came from- what they're about and why they exist, how they were funded. As per AOTC, and to a lesser extent TPM. The only new element in ROTS is General Grievous himself, whom is the leader of the droid army- and to be perfectly honest, aside from the fact that he was a Kaleesh Warlord that joined Count Dooku for the challenge, augmenting himself until he was more machine than man- we don't know all that much about his backstory from TCW either.
But at the end of the day he's just a General with an interesting design that the baton was passed to at the last second when Dooku dies, he doesn't really matter all that much aside from being the last major figurehead to the CIS.
Which you can all gather from watching the film.
It's a different situation than the Sequels where I can't suspend my disbelief because you haven't told me how The First Order, is bigger and badder than the Empire was in every respect whilist... coming from the ruins of the Empire? Complete with an Emperor stand in, we know nothing about either- not that we necessarily needed to by it might've helped me believe in the scenario if the former two questions were answered through his motivations, and where he came from, got all this immense technology.
The New Republic has the exact same problem, but the opposite dynamic. It's just clear as day the writers ignored what logically should have happened, because they wanted their oppressive Empire Vs Rebels again- damn the world building, and that's killed my enthusiasm for the whole thing personally, because I'm not interested in any story surrounding the Sequel Trilogy mythos because frankly, I don't buy the premise.
Well, that and TLJ just generally being pretentious shit.