Underground Railroad: Setting Design Principles

I'm starting to come up with some principles for designing the Underground Railroad setting. As I said in the Story-Games RPG Fantasy Setting Wishlist thread (which I am so mining, oh yes I am):

Setting stuff that isn't just "Montanus exports opals and wool and is
dry and cold" but gives you a reason to be a character from Montanus
and tells you what that means in terms of who you are likely to be in
conflict with, what your abilities are likely to be, what you probably
care about...

So every place will have at least one thing about it that makes it a cool place to be from, and one thing which makes it a cool place to set a story or part of a story. Every institution, every setting element generally, should have at least one thing which makes someone say, "I want that in my game." Otherwise, why is it in the setting material? And always, always looking for the potential conflicts. Always.

And subsequent to that, of course, I figured out why you would want to be from Montanus. Because some people from Montanus ride flying horses. Which also fits in to Daniel Solis's request in that thread, in response to several people saying "Airships!": "More flying in general."

Why am I putting so much flying in a setting called Underground Railroad? Because flying is cool, that's why.