You already knew you were a courier; the dialog in the DLC hammers you in the head with the fact that this was just one of many packages you would have delivered during your career. Ulysses even points out that he doesn't expect you would have or could have suspected there was anything unusual about it. He also explains that he didn't know your personally and if you go through enough of the dialog he even states that he doesn't particularly blame you. So no they don't saddle you with a history besides the fact that you are a courier. The problem is this makes Ulysses interest in you retarded.