We know that the story of the first Shadow of Mordor game was way before the whole fellowship of the ring which means Middle Earth might not look the same as it did but the only place we got to see was Mordor.
Since the game is called the Shadow of Mordor, it made sense that the whole story is set in Mordor but the fans are hoping that if there happens to be a sequel to the game, the developers might also include the other regions on Middle Earth for them to explore.
While we do think that it will be nice to see Middle Earth before everything started, we only want that to happen if it works well with the story. The fans also think that Monolith should make more use of the Nemesis system as well.
Of course, at this point, we do not know if there is going to be a sequel to the first game. Although there were a few leaks here and there, no official announcement has ever been made.