When the human race left Earth, all the content they could take with them was digitised and stored. During the exodus, I imagine all of that information was copied and carried. History, after all, was precious.
Since then, there has been a lot of history. The more numerous the human race got and further it stretched across space, the more events happen. Billions of tiny scuffles, wars, trade embargoes, colonisations, overthrows, peacekeeping missions, corporate expansions/contractions and more. So much history - too much to keep in your own head. So, you pick up the events that have the most effect on the human populace.
At the moment, we (in the UK particularly) live in a surveillance culture. You could record everything we did and build a pretty good (and agnostic) picture of what went on. Icar's Imperium is not a surveillance culture. Freedom and privacy of the people is held absolutely - even if it means criminals get to move about more easily (which makes for a better RPG, of course).
It's also worth noting that humanity does not always need to record history accurately. If you imagine a colonial space craft landing on the planet for the first time, the desire to get a working colony up and running is great. There will be diarists but its unlikely that anyone will objectively cover what went on because everyone is building and working to improve the colony. That's just one example where history isn't always recorded.
The Imperium is very keen on retrieving history and keeping it as accurate as possible, including the bias caused by the weakness of humanity. It is very important that everyone in the Imperium understands that their role is vital - it must be done honestly and with the proviso that they are there to serve the human race as a whole.
Oh, and it's important to remember that when you're filling in 90000 years of history, you can't help but let a little bit of humour seep in. In this case, China annexing Luxembourg seemed like a very good idea.
