Did anyone notice how the Ashura from Fai's homeland looks more like Yasha than Ashura? I know Ashura's supposed to be a character whose gender is ambiguous, but they've always seemed to have more of a feminine touch to them. Although I could be wrong...
The Ashura of Fai's world isn't the androgynous Ashura that hangs out with Yasha from RG Veda, but rather that Ashura's father, who is dead before the story begins and is only shown in flashbacks. They share the same name, it's true (and unnecessarily confusing, but hey, that's CLAMP) but the Ashura in Shurano is not the same as the Ashura in Fai's world.
I agree with you, though, bearmoon-san. It's would be incredibly anti-climactic if Fai's past was never revealed. It would just be bad storytelling, structure-wise, and CLAMP's series' are usually very well-written. They understand the conventions of good storytelling, and you can't just hint away at something like that and then never reveal it. Plus, it would drive me insaaaaaaane!
The timing of Fai's past being revealed is probably going to be deliberate- it will probably affect the latest feather-quest in some way.
There's also a theory going around that Fai's marking only paid for the ability to traverse the worlds so that he could get away from Celes, and not actually to prevent him from returning. I have to admit, I'd love it if the group somehow ended up in Celes, real or otherwise. There have been quite a few splash-pages where various characters are pictured in settings that look extremely reminiscent of Celes (the cover of the Del Rey volume 9, for example- the same icicle things were in the background of that picture of Fai from the Japanese volume 4).
Jeez, this is a long post...