Also, I was expecting SOMEBODY to know me, but nope,
This is better this way in my mind. If the Courier was known by someone, then there would be a back story provided by the game. Which may not be my backstory. My character has his/her own motivations that may or may not fit in with the New Vegas scene depending on my setup. If the game starts providing me a history of myself, then whatever I come up with for my character has to take that into consideration. Then I have to justify any changes to that history as reflected in the character build.
While a number of RPGs give you a history, and it may be brief, it is still a hook to hang a story on. That hook may not be the one that my story is best attached to. For those RPGs that give me a back story, I will work with it. For those RPGs that let me create my backstory, I will revel in it.