I will chime in and say I'd love to see a campaign or three published for this game.
Campaigns are appealing to me because, among other things, they often show off various aspects of the game they're for, most notably how characters evolve with experience and the challenges that rise to meet them while they accrue that experience.
Adventures in general make for good examples of what the game designers intended the game the adventures are for to be. They help spark ideas for the inidividual gamemaster's own work, and help relieve some of the workload for those who don't want to make adventures whole cloth.
They can provide a common experience for players of the game, which helps build a sense of community - you often see on D&D internet message boards long discussion comparing and contrasting individual experiences in running or playing, say, the Giants series of modules, or the Tomb of Horrors, or etc.
As a DM/GM, I find a lot less use for multiple setting sourcebooks than I do for adventures. In the case of the Conan RPG, while I totally dig the outstanding work done on the various sourcebooks for Hyboria, I find that I don't need that level of detail for my campaign - that's the part I like to devise for myself. Road of Kings I find to be essential, as it gives a great overview of Hyboria in general, and is one of my favorite setting sourcebooks for any RPG. However, below that level of detail, I like doing the work myself. I guess one could argue that adventures would be at that level, but I find it easier and more enjoyable to come up with the details (such as they are) for a section of a kingdom than for an actual adventure. I think it's because adventures are finite and (generally) not reusable, while a region remains more or less static (except when things get really hairy, like when some barbarian or other seizes the throne). Thus, my work on the campaign world remains, while the adventures I write come and go. Extremely detailed premade campaign worlds lose their appeal for me fairly quickly, I'm afraid. They make me, as a GM, feel restricted and constrained if I wish to abide by "canon," and render large parts of what has been written already obsolete - and, essentially, a waste of money - if I don't wish to follow "canon."
Don't get me wrong; I've gamed for 25+ years, and in that time most of the adventures I've run have been written by me. But when it comes right down to it, I really like having premade adventures. I'm essentially lazy. Sure, I might have to do some prep work on them, but not nearly as much as writing an entire adventure.
Just my own, personal feelings on the matter.