1. Did the Mythic Dawn have any connection to Jagar Tharn and Sirran Aganda? The latter two had dealings with Mehrunes Dagon, and Aganda by all appearances would qualify as a "Dagonite" as he was trying to help him invade Tamriel. It's extremely bizarre that the Battlespire incident was regarded as little more than a footnote in Oblivion; even if it wasn't a public affair, both Jauffre and Ocato should be fully aware of what happened back then and connect the dots to the Mythic Dawn and Nal Hutta's warning about the Dagonites. Which brings me to....
2. The http://www.imperial-library.info/content/nu-mantia-intercept - can this even be considered canon? It implies that the Mythic Dawn is a continuation of an ancient Ayleid conspiracy and that they manipulated the Empire into fulfilling the Nerevarine Prophecies. Yet....none of this is correlated in Oblivion at all. There's no mention of Red Tower's role in the barrier, no mention of how the Mythic Dawn tricked Uriel Septim into sending the Neravarine to Vvardenfell, and there's no sign of the Sphinxmoth Tree Inquiry or even the entire Elder Council in Oblivion at all.
3. And now the central question: Why the hell is there no backstory to Mankar Camoran the Mythic Dawn outside the Commentaries? Compare the amount of lore on Dagoth Ur and the Sixth House in Morrowind with the lore on the Thalmor and Aldmeri Dominion in Skyrim....and then contrast those to the Mythic Dawn in Oblivion. It just seems so out of place, and it's very puzzling as to why they took the lazy way out by making the Mythic Dawn (and the necromancers, for that matter) such half-assed cookie-cutter villains.