A few things. The gods, demons etc seem to me to be set up more overtly in conflict: Raven Queen vs Orcus vs Vecna vs Kas; Bane vs Gruumsh (whereas in classic D&D this is Maglubiyet and Gruumsh, both of whom are typically going to be off to the side as far as PCs are concerned); Bahamut and Dragonborn vs Asmodeus/devils and Tieflings; etc.
The last example above shows one answer to this question. Dragonborn and Bahamut; Tieflings and devils; Dwarves and Moradin; Elves and Corellon - part of what makes this significant is that the older demi-human gods are not brought into the cosmological mainstream. The history of fallen empires also creates an overlay on this: the default setting is in fallen Nerath, which has an ambivalent relationship to the previous empires of Dragonborn and Tieflings, not to mention other humanoids like hobgoblins (once had an empire) and gnolls (who killed the king of Nerath).
Other features that bring in these conflicts are warlocks (with their pacts), sorcerers (with their power sources), many paragon paths and epic destinies, and even clerics and paladins - these have obviously always brought in divine allegiances, but at least I've found in 4e do this more because (i) the mechanical style of multi-classing makes it more likely that you might have a divine PC or two in the party, and (ii) with fewer gods more broadly embedded into the story elements, any given cleric is more likely to be in some sort of relationship to any given monster/NPC.
Turning to monsters and NPCs, very many are defined in relationship to gods, or primordials, or demonlords, or the Dawn War - most of the classic humanoids, for example. Sphinxes, Naga and some of the other classic "magical guardians" are retconned in this way. Dragons of course keep their links to Bahamut and Tiamat, but this is again retconned to fit into a key aspect of the Dawn War. Elementals and Giants also take on a new cosmological signficance, because of the relationship between Elemental Chaos and the order that the gods have created.
And this in turn fits into the way that the planes and cosmology are set up as objects of player protagonism, rather than backdrops to it. I'm thinking here especially some of the ideas in Worlds and Monsters, in Underdark, in the Plane Above and in Demonomicon - this feature comes through less, I think, in Manua of the Planes or The Plane Below. The Plane Above, for example, even talks about old-style Rune/Hero-Quest "Heroquesting" (under the name "Journeying into Deep Myth") - travelling into the past of the Dawn War and before to reaffirm, or perhaps transform, some feature of the cosmic order.
I wouldn't expect everyone to read 4e in this way. It's something I hadn't anticipated about the game from the pre-release info until I read both Worlds and Monsters and the first Monster Manual, and then all these ideas for a cosmologically-based campaign (which is my preferred D&D style in any event), and the way the PC build rules seemed so strongly to support it, leapt out at me.
It's not everywhere in the game, either. A party of halfling rangers who worship Avandra and Melora don't really suggest to me cosmologicall-imbued conflict. Nor do ankhegs or giant ants as encouter elements. But even though it's a matter of degree, I have found that the difference of degree between 4e and earlier editions is fairly striking.
The only other comparable D&D experience I can think of is when Oriental Adventures first came out (1986, I think, in Australia) and it had all this stuff in it - about gods, and spirits, and clans, and honour, and PC build rules that integrated all that stuff and linked the PCs (and therefore the players into it). But (partly because 4e has volumes rather than pages!) I've found 4e richer - I'm not sure there's enough in OA to sustain years and years of play, whereas I've got 3 years out of the 4e default setting and its still going very strong. And 4e has other mechanical features, emphasising greater player protagonism and less GM force over the story, than classic AD&D OA.
Anway, just one poster's reflections!
