Crevurre: They mean the New World as in the Americas. They wanted to then put fantasy into that. As you can immediately see, that doesn't make sense. Like putting world of warcraft style fantasy into colonial British India setting....and I don't mean Draenei
Have you ever played a pirate game? A fair amount of slavery on the high seas during the Age of Sail / Exploration; some pirates were believers in freedom, but not all. With that said, why would they ever use pirates in medieval fantasy games?
Have you ever played a vampire game? You know what vampire thralls are right? Wait, they use vampires in Skyrimn too. Hmmmm... problematic! How could anyone enjoy that?
Have you ever played a game in ancient Rome? Ancient Greece? Ancient China? Yep... same in all.
My point is simply this:
IMO your issue with the setting of New World -- and the way you expressed that issue -- says more about you than the game.
If you want to judge / disqualify games due to "bad things" that happened in tangentially-related real life history, you'll be disqualifying quite a tremendous, tremendous list.
But please refrain from making gross generalizations about vast numbers of people.