Unfortunately for Fury who her father is does happen to be important in that same way Damian Wayne's mother being Talia Al Ghis important to that characters history. In fact there are a lot of parallels between the two characters. Fury was conceived and then raised to be her Father's right hand and she was brainwashed by him. That time has shaped her in the same way that Damian's being raised in the League of Assassins shaped him.
Also this is only Abnett's third issue and he seems to be a writer who favors slow builds judging by this and Titan's Hunt so just because he hasn't explained things yet doesn't mean he's not planning to if he gets the chance to.