That is 100% exactly the point, beautifully stated by Bane himself.
" No one knew who I was before I put on the mask."
Also fairly true of Bruce, from some perspectives in the series.
I enjoy it! im glad that we don't know the past of bane (or the joker as said) it just makes the story better.
He was born in the pit, no? He just wasn't the one who climbed out.
I understood it as him being born there, realizing what a hard life it is, and protecting Talia from the same things he suffered through. Then she comes back and gets him out.
I didn't think he was, but i can understand now that he was born there and saw how awful it was, and helped talia.