Where else are you going? Are you gonna hit Taiwan, like everyone should before it ceases to exist as a cool independent space?
Honestly, I never thought 3H was that deep as far as the story goes. It was cool, lots of neat stuff, but basically your interactions with the characters are still pretty shallow, there's basically the "make friends with your students or kill them" binary, etc.
It's not like Chrono Trigger/FF VI/VII/IX/Planescape: Torment levels of deep characterization or anything. It's just kinda neat to have a Fire Emblem game that even embraced that much narrative.