It's true that there are enough topics to cover, like undead, demons/devils, elemental worshippers, etc. But I feel that I can't expect, as a DM, my players to be able to be very knowledgeable in these matters.
To say PCs on Athas are not likely to be knowledgable of elemental worshippers is like saying a character in the Forgotten Realms isn't knowledgable of Selune and Tymora.
Elemental worship is not -at all- uncommon in Athas. Every nomadic tribe has some form of speaker to the Air, or Earth, or the Sun that fuels their power. Knowing how to find one who speaks to water itself can mean the difference between life and death. Knowing how not to offend the spirits of the land can prevent a druid from killing you in your sleep....
And religion also covers the clergy of the Sorcerer Kings....
Let's talk about that for a moment.
Every important city on Athas (except Tyr if you play after Kalak's death) is ruled over by a sorcerer-king. This sorcerer-king has a clergy of followers, called templars, who act as the center of worship for the sorcerer-kings. The sorcerer-kings actually have the ability to grant their templars powers.
Let's say you were accused of a crime.
The accuser? A templar.
Your judge? A templar.
The jailor? A templar.
The executioner? A templar.
The investigator? A templar.
You need a license to run a business? A templar.
You want to enslave a debtor? A templar.
You need a bank? A templar.
The important thing to remember here is that on ANY world where a clergy runs the show, knowledge of how that clergy works is pretty damn important.
Knowledge of religion is a damn survival skill on Athas.