I hope that this question has been answered somewhat by the various posts about the history of Sassoon Files. I felt it’s good to summarize it here. This is a TL/DR for the historical background information I have been posting.
70 years before the Sassoon Files takes place, a massive and bloody rebellion led by pseudo-Christian cultists caused the deaths of tens of millions of people, as well as significantly curtailed the ability of the Qing empire to answer the threats posed by Western commercial imperialism. The mystical beliefs of those cultists became infused with other cults and religious movements to this day. However, in the 1920s, the triad crime organizations were a dominant power in Chinese cities; they were directly descendant from the mystical cult uprisings that took place in the previous century. Therefore when players interact with triad gangsters, there is an element of authenticity. We feel that is a natural fit for a Mythos story.
This is a campaign taking place in a country experiencing great change, on the cusp of going into almost 20 years of war. The Communists and Nationalists are fighting a shadow war in the streets, alleys, and parlors of Shanghai. But because Shanghai is split into at least three different administrative areas, each with a different government and different laws, the whole city has become a neutral ground in the greater conflict that is boiling over in China. The various factions are all vying for advantage; it can be assumed that some would look to obtain Mythos allies. Should you want to explore player-vs.-player intrigue, 1920s Shanghai offers an excellent opportunity.
Finally, there are the expats. Shanghai attracted people from all over the world, from many different walks of life. Indeed, it was foreigners who worked the finance, established the merchant houses, managed the race track, traded opium, and developed the real-estate of Shanghai. They brought Western education, Western law, Western music and dress. They also brought Western vices. The expats mostly lived in a “foreign bubble” of privilege and wealth. Yet, by 1929, they all knew that the bubble would soon pop. The expat element of The Sassoon Files ties this campaign into what players may know about the 1920s, and ties the Mythos story taking place in Shanghai with Mythos stories taking place in other parts of the world. They are right in the middle of a world on the brink of collapse, yet they are mostly unaware and untouched by the chaos around them.