what is the proper way to show a storys setting or backstory

Im having a lot of trouble with this story idea of mine and starting it and trying to make it at least somewhat plausible so the reader can attempt to put in a suspension of disbelief. Its a horrific future setting in which all the forced femme cliches can take place and be like completely normal. something like romean society reawakened.Pretty young men sold, forced to be other mens concubines or lovers, chained up no choice. Their dressed and act the part and society doesn't think twice about it. BUt I feel that the backstory of how the hell it all took place needs to be told or else the reader will say its stupid the world isnt like this.

But as I found out, adding a few paragraphs at the beginning didnt work. The story didnt seem well received at all. Maybe it was the setting after a depression ruins everything is kind of implausible. I guess a depression wouldnt have that big of an impact. SO im rewriting it into something worse. In my story, society as we know it now is wiped out by a massive comet impact. What comes out of it is something from the dark ages. Its about one young man who finds himself sold by his family to be a other mans feminized concubine. That cant hapen now so if I just start with that wont the reader go to the next story as I have already ruined the suspension of disbelief. So how to I do this