Most people have at least some visceral reaction to things- some people love drow, some people hate 'em, for instance. Just like awesome cool people hate Paladins, while craven dunderhearded gadabouts like Paladins.
My gnome Paladin recently befriended an alicorn and gained the ability to summon her as his steed. Her horn cuts through the air like a haunting song, and her hooves are the drumbeat of impending war. Her fur is the deep red of the blood moon that shown upon the land on the day of her birth, a call to war, a sword against the Dark.
Paladins are metal.
and yes, for any Guy Gavriel Kay fans, I stole her from the Fionavar Tapestry.
If the DM is going to run a specialized campaign, and put that effort it, then why not play within those strictures? To use the Dark Sun example- you can always play a gnome, so why not, for this one DS campaign, play a DS race (for example)?
In other words, if you are lucky enough to have an involved DM (not just a "my way or the highway jerk DM") why shouldn't the players at least try to make it work in a campaign, instead of just creating a "whatever" generic character?
In the end, it's about communication- if the DM makes it clear what type of campaign it is going to be, then you can make your choice. But IMO, I can't imagine that I would want a player, who, after I put together a list of particular rules for that campaign, was all like, "Yeah, whatever man, I wanna play this instead of the countless other options."
The problem I've seen play out quite often in such campaigns is that the DM sees a player wanting to play a Gnome or a Divine character in Athas, and just assumes the player just doesn't care about playing a Dark Sun game, and gets frustrated. Sometimes, they're right. Other times, the player has a really cool idea that uses those elements to explore the world of Dark Sun in a way that has more satisfying impact than simple absence would. Who cares if there are no clerics? Like, in game, who actually cares? There haven't been for too long for even the long lived races to give a damn anymore, or remember anyone who lived close enough to when there were to still care. It's ancient history. No one thinks about it.
But when a soul is trapped in death, rallies the other souls of the dead around them, and is sent back by their collective wrath as a Revenant Avenger (or Vengeance Paladin in 5e), that is a story that uses a normally absent, and in-game totally alien, element of Athas to explore the absense of gods in a more engaging, impactful way.
Also gnomes are great, and if your player has ideas for a hidden culture of them in Athas, and history is just wrong about the weird and arbitrary extermination of Gnomes, the DM should be happy to have players who are that engaged. If they "just wanna", tell them no, sure.
Soooo .... how about kender?
Always an option at my table, even when phb hobbit's-with-shoes aren't.