Yes I would have loved a second season that ignored the list... but went into Cora's history, Mick's now involvement with it, and an attempt to find and rescue her.
It would have made great drama, the tension between the do gooder trying to save his ex wife and still trying to maintain his current relationship, plus there are so many story lines they could explore with trying to track her down, discovering what the duValls were all about, and the eventual drama of the rescue. WOULD he have been welcomed to the family? Would the family still consider him to be Cora's husband... and thus how would they...er, regard... Beth? So much possibility... dammit.
Mick got into this whole thing by being so entranced by Coraline that he married her without knowing much about her. She told him she had no family and all he ever met was Cynthia, who clearly thought THE WORLD of him...

. Anyone so fascinating that she captured Mick's attention this way, is worth a little time and exploration.
DO wish the producers had had that clue.