Honestly, worldbuilding aside, my only gripe with going back to such a primitive time period is that I'm not sure what the point is, other than to make it seem so weird and alien when we see stuff like a Steampunk Hellgate in the Palace of Ice. Like I don't need a rationalisation for why fantasy settings haven't evolved beyond the Feudal system and Romanesque or Gothic architecture, and why everyone uses antiquated weapons instead of guns. It's fantasy. The old-fashioned medieval societies and world design are part of the genre's DNA. If you were doing something like introducing modern appliances like fridges, telephones and public transportation in the form of trains and planes, sure, that would be something you'd have to explain.
Otherwise, I'd rather skip the history lesson and get on with the story. You know, the characters, their actions, their motives. That's the important part.