I strongly disagree for a number of reasons. Why should new players be directed to the OTU? Even if you wanted to do that for some reason, why burden them with setting detail that is unlikely to come into play at the table?
Few games succeed without a default setting these days. Even D&D has the Forgotten Realms or Grayhawk baked in (Depending upon edition). 5E is unabashedly the Forgotten Realms. Pathfinder has Golarion. Star Wars has the SW Extended Universe. Dark Heresy, Rogue Trader, Deathwatch, et al, have the 40K universe. The "End of the World" series by FFG is the best selling without a setting - but it's actually 3-4 settings per book, with a very short ruleset. Fate Core sells about the same as EotW... but the first supplment was a collection of settings, and most prior fate games are mostly setting. COC outsells BRP - it's the SAME rules, COC having a setting...
From where I sit...
if a game would sell X units without a setting...
it will generally sell 0.9X +Y units with one, and Y > 0.1X by some largish margin.