Nope, this is right as far as I know.
I think actually that this is a very good authorial decision, for several reasons:
1. The whole point of the story is "Who CARES what they did in a past life? What matters is who they are now!"
2. The fact that they've lost their memories does not change their conscience, or a large part of their personality - because these are based on experience. "D6" is always a hero, because that's how his experience has made him develop. (OK, somewhat ambiguous hero at times, but...)
3. Do we really want to know who they were in the past? We know the Boryokudan considered them criminals, but anything beyond that would colour our perceptions of who they are now (ref. point #1).
4. I smell sequel material... :p Rule #1 of designing a game/TV show/film/novel/any other kind of story: Leave room for a sequel if possible, because then Important People are more likely to take up your story and publish it for you.
5. Never a good idea to tie up ALL the loose ends, because if you do that, what's left for the characters? You need to give people something to think about after the story's complete, and you also need to show that their lives move on after the story.
