I just think it sucks that Sorcerers are often left on the wayside in most settings. Rangers and Artificers, too. They "Exist to Exist" for most worlds, with no more binding to the world than the idea that they're "Out There" and "Doing Things".
First off, it's worth nothing this isn't a new issue - Earthdawn, which was basically an attempt to fix every major issue with D&D, back in 1993, from magic items becoming useless instead of growing with you, to dungeons being irrational and having no reason to exist, to magic not being worked into the worlds properly, to classes not being part of the world, did this. So it is a definitely an issue and one with a
long history of being an issue.
With those classes mentioned above this is caused by a few things. With Sorcerers, it's two issues - firstly, them being "Johnny Come Lately" in general - they aren't tied into the world because the world wasn't designed to have them in it, and they're not really filling a gap in terms of setting/story, they're filling a gap in terms of play-style. Secondly, in 4E/5E, they're essentially several different classes jammed into one class. This is very different to say, Clerics. Clerics in 5E are one class, with different gods. Wizards likewise, all basically work the same way, get their magic from the same place, but just have different focuses. Even Warlocks, whilst the patrons may be different, the source/type of magic is essentially the same.
Not so Sorcerers. Sorcerers can get their powers from a wild array of utterly unrelated concepts, which don't really feel like they belong to the same class. They're not tapping the same power or anything like that, they're grouped together for mechanical reasons, not conceptual ones.
In any given setting, probably most Sorcerer origins shouldn't be available or rather shouldn't exist as NPCs (like you I'd let PCs use them and provide their own explanations). Then you could use what was left to make coherent connections to the setting.
Artificers are a similar story.
Rangers are just a mess. They're pretty well-included in, say, the Forgotten Realms, that setting they're likely to be agents of a specific religion, and so on, or have other connections that make sense.
Bards are more disconnected - they're more coherent than Sorcerers, because their theme is stronger, but again, probably only certain subclasses should exist in a given setting.
5E in general has exacerbated the issue because it basically treats most classes as a mechanical framework, and the archetypes/subclasses within the class as the real classes.
The word "Paladin" (or "Herald", now, I guess) should hold weight in the Mists of Ravenloft and also on Krynn. It should be a part of the narrative structures of Faerun and Athas. It shouldn't just "Exist to Exist". Is what I'm getting at. For the purpose of the setting, of -any- setting, a character class or race or other aspect should have a purpose.
This is the key problem though.
D&D, historically, has always been or wanted to be two things:
1) D&D
2) A generic fantasy RPG.
Some settings lean in to the first - Planescape, for example, oddly enough - but many settings, maybe most, lean only slightly that way, or don't lean that way. Dark Sun is a good example. It's definitely treating D&D as basically a generic fantasy game and you get the feeling it kind of wishes it wasn't D&D at all. I'd argue Eberron is more of a middle example, it's consciously D&D in some ways, but also feels very generic fantasy game-ish. There's a reason there's a Savage Eberron, for example (i.e. an official Savage Worlds version of Eberron).
If we wove all the classes into a setting, we'd get something amazing like Earthdawn. But you simply couldn't do it with all settings. Some settings just don't fit with certain classes, especially in certain editions, because they were built with different assumptions, and sometimes barely with D&D in mind at all.