Personally, I think that the way ME3 ended screwed them up to some degree, no matter what they do. Dissatisfaction is guaranteed, it's only the level of dissatisfaction that varies with different options for ME4, and I think that by going to another galaxy, they took the least painful road. It was probably the right decision.
The options as I see it would have been:
- To have the events of ME4 occur in the Milky Way, but place the events chronologically prior to the events of all the earlier mass effect games.
- To place the events of ME4 in the Milky Way after the events of ME3, which would have forced them to canonize one of the endings.
- To leave the galaxy behind, and move on to greener pastures.
I think the first two options would have caused more dissatisfaction. I, for one, would not look forward to playing a game in the Milky Way prior to the events of the earlier games in the series, because all I could think about was what a cluster....duck it would all end in.
As for canonizing one of the endings, if the ending canonized was anything but either destroy or refuse, I would not be happy - and if the canonized ending was Synthesis, I'd be done with the ME series. And I'm sure there are some people who would feel strongly about not wanting to play in a Milky Way after a destroy or refuse ending.
The last option, of leaving the Milky Way and starting afresh in a new galaxy has caused some dissatisfaction, as can be seen by the comments. And it does leave them in an awkward situation: how are they going to explain how we got to Andromeda, without in any way referencing what's taken place in the Milky Way, and thus cannonizing an ME3 ending?
What I'm thinking is that it might be something like this: while the struggle against the Reapers was going on, and we were building the crucible, a plan B was formed, which involved sending a "life boat" mission out of the galaxy, to start afresh at Andromeda, just in case the Reapers could not be stopped. Thus the survivors that arrive at Andromeda have no idea of what took place in the Milky Way.
For this to work, the method of going there would have to be something that precluded sending scouts back to find out - in other words, maybe the only way they were able to do it was to send out large, slow colony ships with their crews and passengers held in some sort of stasis, for the hundreds of thousands, perhaps millions of years it would take for them to complete the journey. No shortcuts that would allow them just to zip over to the next galaxy through some wormhole.
I think that might be a good solution.