I have some experience with 'exotic' RPG settings, and it's an old conundrum: Unless the game / setting is really good and there's decent marketing, it's not going to sell. If it doesn't sell (because of low production values, bad marketing etc.) it confirms the bias that exotic settings don't sell.
Apart from production values / quality and marketing, accessibility IS a problem. This also applies to more complex / realistic 'western' (fantasy and historical) settings. Finding a balance between broad accessibility and the amount of political / cultural complexity of a game's setting (how to ease the player into it) is not easy.
For instance, you can make a 19th century Steampunk vampirehunting game, because it's pretty straightforward. Once you add political intrigues between, say, Germany, the Habsburgs, the Russian Empire, the British, colonial insurrectionists etc., plus the whole system of social classes, social etiquette etc. things get 'strange' and 'complex' to modern gamers really, really quick.
It can be done, I think, and the resulting game would be vastly richer for it, but it requires a very deft hand on the part of the devs.
Having said that, Zaharia was, in my opinion, clearly not that game. But I applaud the intent.