I thought it was an elegant way to make it known that this "world" in which Malifaux and Earthside exist is not the world you and I live in, and is a fantasy world based loosely on real life history/culture, but only loosely.
The Three Kingdoms part is especially nice, as continuing to call it China would be very annoying to players who see a girl from the "Three Kingdoms" called by a name obviously Japanese in origin*, use the occasional Chinese vocabulary in speech and wear cloths referred to as Kimono (Japanese) but looking a bit more like Hanbok (Korean).
*and a bit cheesy to boot (paging Ms. "Hate PeaceCountry"), though without the characters present, there are an unknown number of other possible translations...
Actually, the mix of China-Japan-Korea in Miss Kirai makes me wonder about the status of the Three Kingdoms.
Earthside, what happened?
Does the history of "Earthside" closely match our actual history (Dark Ages, Pax Romana, Ming Dynasty, Mongol invasions, etc...) or are there major changes, such as China, Japan, and Korea being united as the Three Kingdoms?
If, the Three Kingdoms are infact CJK (China/Japan/Korea), and not simply a reference to the ancient history Chinese period of warring states, then will it be possible to get more information on how this occurred, which of the three is in dominance, are the three more or less separate (ie: highly mingled where "Three Kingdoms" is just a term for their historical origins, or not very mingled at all, where "Three Kingdoms" actually refers to the political makeup of an alliance, possible loose).
Based on Kirai, I'm guessing the Three Kingdoms are more mingled together than a loose alliance would suggest. There is a possibility of 3 ruling kings on a council (or similar powersharing set up), but it seems like the lower classes are highly mingled to share language, clothing, culture, etc...
Basically, please give more information about the Three Kingdoms in Malifaux.