Yes--probably more than I should heh. Lore will draw me to a setting. I get invested. It's the same fascination with any fantasy series. When we read fantasy novels or watch a show, we learn how that world works. Sure, authors can surprise us with revelations and twist, but suddenly saying, "Jk, it's Y, when hitherto it's been X. Why? Cuz I said so" can be jarring and upsetting. Same thing with D&D (for me). I saw the board game comparison above, and I've said before that if lore really doesn't matter (in the official material, not what gamers choose to do), then maybe we shouldn't even have established settings, and D&D should just be a pamphlet with rules, species to choose from, and some creatures to fight.
One of the things I love about FR in particular is the amount of lore. While it's off-putting to some, I love it. This has been my biggest beef with 5e--I swear they change things on a dime, with no regard to established lore, and just treat it willy-nilly. I don't think the "make it your own" approach they're taking with 5e should be at the expense of what makes the settings what they are--after all, DMs and players have always been able to do so. I don't see it as an impediment to creativity. I'm not saying the settings shouldn't progress, but I do want them to adhere to the lore (and yes, I'm aware discontinuities are nothing new), and in some cases, they can draw on established lore to help shape where they're going (not going to get into specifics here, as this isn't the thread for it). And yes, I'm aware that real world history is contradictory, and we often don't know "the truth", but if someone finds historical evidence that changes previously held understandings, than that is typically explained, rather than handwaving and saying, "it's this way now."
Sure, if I don't like something, I'll ignore or change it (when they offed Eilistraee and Vhaeraun in 4e, for example, I kept them around). If I were homebrewing, I would establish lore for that world. Look how much Matt Mercer has put in to creating Exandria.
Tl'dr, yes, lore matters to me, but it looks like I'm in the minority.