Valve needs to give us closure with the Combine the same way they gave us closure with Nihilanth.
But ultimately, the whole beauty of Half-Life 2 was us waking up as Gordon without any idea what was going on. Even I can appreciate it, and I played 2 before 1, (which was frustrating when I felt like the story wasn't keeping me up with what happened, before I realized I wasn't SUPPOSED to know what was up--discovering the Dystopian situation was part of the fun).
The only problem is, can Valve deliver? Half life 2 was a great 180 twist that stayed true to its roots and delivered an amazing story. Can Valve do it again?