Because the sequel trilogy leaves us in so much confusion on what's going on, and how the past 30 years of history have developed into the present, that a key question on everyone's minds is, "How did the heroes screw up so badly so as to let Galactic Empire 2.0 roll around unheeded?"
The Emperor was a mysterious figure, but in the setting we were given in ANH, he was just some mysterious ruler guy. We weren't even sure if he was evil or not. But, we also didn't have any scenes with him, so he was out of focus. We did know that there was a despotic empire who killed families and hunted down princesses, so we were pretty sure they were bad, and that they seemed to rule everything, so getting a sense of what was going on was easy. Even without the prequels in mind, we see his rise to power has been bad and even country bumpkins like Luke Skywalker are against the Empire.
Coming into ESB, and Vader is bowing to Palpatine, and they talk about the force, so we know he's evil, powerful, and has the same abilities as Vader, Luke, Obi wan, and Yoda. We don't know how he go to power, but all those things give us a pretty good idea. And when we go to the prequels, we see that he's a politician who is a rising star, playing the goodies against the baddies in his own scheme to become Emperor. It isn't completely spelled out, but the theme is there. And even with the decade or so between ROTS and ANH, we can tell things are going to get worse, and that the Empire is going to grow more despotic and evil.
With Snoke, he's the leader of the First Order. Great, now how did he accomplish that if Luke, Leia, Han, Chewie, and Lando are all on the case? Since he's such a cliche villain, shouldn't they have nipped him in the bud when they were all relatively young? Why isn't that commented on more by any of the heroes? Luke remarks about it a bit with his training of Ben Solo/Kylo Ren, but that's about all we get. Unless we read the EU novels, it's just as plausible in the audience's mind that Leia, Han, and Luke passed a bong around for decades while the New Republic was destroyed by a guy who loves giant holograms of himself as it is that the guy built an army in secret outside Known Space and struck when he was ready to do so.
It makes the heroes negligent, and leaves the audience constantly questioning what's happening, because the setting isn't established even basically enough to get a general idea of what's going on.