I haven't even seen any Sagas in this set yet. Makes sense if it's a major theme. But making both Sagas and legendary big themes in a set comes quite close to historic already.

Is the idea to represent stories from different planes?

I intend to get to them. There is one mythic saga idea so far: Blood War.

Yes that is sort of the idea, or important planar circumstances like the Blood War, Faction War, and Modron March.

Also, the way I have things set up with themes, white has some "enchantment matters" going on and would probably get a little bit more sagas than other colors. Likewise blue and red would probably get more legendary instants and sorceries.