Why not let the Wall fall and the Heroes Win? What is there to like about it?
Well, to begin with because I can't think of any situation where they will have an opportunity. As far as I recall, the only way to even get to the Fugue Plain is to die. More importantly, I don't think any of the players in my campaign have even heard of the Fugue Plain or the Wall. So it's really a non-issue in my campaign.
But my perspective is still quite different than yours.
First, suffering by itself is not evil. It's just suffering. Causing pain and suffering is evil. Not doing anything to help, IF YOU CAN, is evil. By that measure, they should save the souls in the Nine Hells, the Abyss, Hades, and all of the other nasty places where souls are being actively tortured, again and again for eternity. Not to mention potentially being added to an army that could directly threaten their place in the planes. So the Wall is still the least of their worries.
I'm not convinced the Deities can do anything. The way I envision things working is that the Deities gain their power by the faith of their followers. As I've said before, faith is given through free will. You can't coerce it magically. You can threaten and so on, but ultimately they have to make the choice. Faithless have no value to the Gods, and the Gods don't have any way to save them. To Torm what would be the difference between an orc that spends its eternal life in strife with Gruumsh vs a faithless that denied the very existence of the Gods that spends (only a portion) of eternity in the Wall. To the soul in the wall, there is eventual peace. In both cases, the souls chose their own destiny and there's nothing Torm can do about it now.
Second, there is a difference between faith and worship. For the majority of people in the Realms, the Gods just are. They grow up in a world where there is both direct evidence, along with the normal cultural situation of they being immersed in a culture that believes. It's not like the modern day where lots of people would feel the need to question it. Religion isn't organized as it is in our world, with regular services, or prescribed rituals, etc. It's just a part of everyday life. 'By Lathander, it's a beautiful day.' 'Umberlee is angry tonight.' That sort of thing. Just like I don't think there was a lot of religious dissent in ancient Rome, Greece or Egypt. It was other cultures that had different beliefs. If you were born Roman, then the Gods just were. There was no 'enlightenment' at that time.
Third, I think that for most people, their deeds will determine what will happen to them when they reach the Fugue Plain. A farmer would find themselves gathered by the agents of Chauntea.
Fourth, I think our concept of Gods is very different then their concept. I think they know that they are powerful beings, with many of the same faults as mortals. Again this parallels the polytheistic religions of ancient Rome and such. It's also a common concept in religions since there are so many bad things that happen in the world. The God of the Old Testament was jealous and violent at times (in multiple religions).
Fifth, I don't think the Gods can do anything about the Wall. The balance of power is delicate between the Gods. There are some alliances, but for the most part it seems to be more of a measured respect than a true alliance where they work together. As you've noted, many of them were once mortal, and their mortal flaws remain. Even those that weren't mortal had the same sorts of conflict (or at least that's what the legends say).
Sixth, I think Realmsfolk would view the wall as sort of a legend. For those that do preach about the afterlife, it is one of those things that people would 1) have no way to indirectly verify one way or the other; 2) even if they could, there's nothing they could do about it. Either way, they wouldn't really care if it was the faithless that ended up there, because they aren't faithless. And they probably agree that the faithless should suffer some sort of fate since they are denying the Gods. There are some beings that do have the power to possibly visit the Fugue Plain while alive, and potentially verify what exists. But even they aren't likely to be believed as anything more than a tall tale.
I guess the paradox here, is that those that believe, believe the wall is real. Through that belief they avoid the wall. The faithless don't believe the wall exists (so how could they rail against it), and in the end they are the ones at risk of suffering due to their non-belief. But continue on, because I don't think that's all that is needed to ensure you will end up in the Wall, although there are probably people who do believe that is sufficient.
This isn't unlike the way most people who believe in it, view heaven and hell. For the vast majority of people it's a vague concept centered around rewarding the believers and just, and punishing the non-believers and the evil. Some have added a third option, purgatory, for the ones that aren't quite good enough, or perhaps are too young to decide. But one could just as easily argue why would the good Gods allow any sort of non-paradise afterlife to exist at all? In a polytheistic religion it's much easier, no single God gets to set the rules. Each God has their believers to do with what they believe. In the case of the Realms, Kelemvor has the unfortunate job of dealing with the souls that have no place to go in the afterlife. He can't benefit from the (for he's a God too, and can only benefit from their faith), and can/will not send them to eternal damnation. So again, he must imprison them, until their faithless forms fade into nothingness.
Seventh, I don't think that most people would have anything more than a general concept of the afterlife, beyond that those that are worthy will spend eternity with their Patron, and those that are evil or faithless will spend eternity suffering. And like most cultures that's exactly how they want it. They want to spend eternity with the sort of people they like, and they want the ones they don't like to go elsewhere, and preferably suffer if they were bad people. Perhaps they do know the story of the Wall, but again, it would not bother those who are faithful, any more than the concept of hell does for faithful here.
Lastly, I think that the Gods are focused on saving the souls they can save. I think that the faithless still have an opportunity on the Fugue Plain to accept that the Gods exist and have the power to help them in their eternal life. That's really all the 'faith' that I think it takes. Acknowledging that they are more powerful than you, and that they can help you. Perhaps you don't even have to do that. Maybe your deeds are enough, but for an atheist, wouldn't spending eternity with a God you denied be hell? Some are convinced by devils to join them, and some are deemed unworthy and turned into Larvae.
But if you're dead set on denying and refusing that help, you'll have to take your chances and be judged by Kelemvor.
Kelemvor's judgement is still based on deeds in my mind. The false serve him on the Fugue Plain - the bureaucrats of Piers Anthony's Limbo in the Incarnations of Immortality. Many of the false would be atheists. Those that held firm beliefs, and did good, but have no place else to go. They haven't earned paradise, but don't deserve damnation. Instead you live in 'limbo' performing the duties are are needed to serve the souls that arrive. The remainder, who spent their life, and even what time they've had in the afterlife, breaking the one rule of the cosmology of the Realms, are placed in the wall, where they will dissolve into nothingness. While it's a bit longer than what many atheists believe, the end result is that there is no afterlife. You live, you die. But I would guess these are the true faithless, that deny not only the Gods, but society as well. That view themselves as the only being worthy of serving and therefore have done no good as a mortal, and can serve no good in the afterlife. They will spend the rest of their time imprisoned in the wall until their soul dissolves away.
The alternative would be potentially dangerous souls upsetting the balance of the planes, possibly overthrowing the Gods themselves. Obviously that is not acceptable to any of the Gods, good or evil.
Perhaps they aren't worthy of worship, but I don't think the Gods require the same type of worship as most of the religions on earth. Those that actually worship them, benefit - clerics and paladins for example. The rest simply acknowledge that beings more powerful than they exist, and, whether they demand that or not, may have some influence in the world in which they live, as well as the Realms beyond. That acknowledgment and their deeds are enough to ensure they will live in eternity somewhere.
So fine, call the wall evil, a necessary evil. In my campaign it's irrelevant because it's part of the fabric of religion. My campaign will never go to where it confirms its existence or otherwise. It 'exists' in my Realms as part of the narrative that explains the Gods and the afterlife. Perhaps there will be characters who wish to challenge that, perhaps to confirm it, prove it's a lie, or to destroy it. Most in the world would probably consider the character deluded or a crackpot. Just like the cult of Ao, or the Cults of Elemental Evil or the Cult of the Dragon, or any number of other, mostly evil, groups that usually seem more bent on gaining power in the material world than what occurs in the realms beyond.
The point is, even for characters who do know the story about the Wall, don't have any way of knowing what the afterlife really holds in store for them until after they've passed. And by then it's too late...
Ilbranteloth