This seems to imply that because something happened a certain way in the real world, it therefore needs to have happened that way in a fantasy world, or it's "CRAZY out of place." I personally don't think that follows.
Yes, in the real world the transition from orthopraxy to orthodoxy went hand-in-hand with the transition from polytheism to monotheism. Yes, if we compare historical Earth religions to the religions of the Realms, then there's no particular match for having polytheistic faiths where each individual deity has Catholic Church-levels of individual detail for their religious functions and beliefs. But quite frankly, so what? Fidelity to reality has never been the watchword for good fantasy, or good role-playing for that matter.
That gets to what I was talking about in the OP with it being maybe a bigger problem for me because I'm a big religion nerd. If the Wall's going to introduce some "cryptomonotheism" (thanks for the neologism, [MENTION=6318]Faraer[/MENTION] !), that's all well and good, but the metaphysics and god-mortal relations should be consistent with that worldview. For instance, one of the things that makes belief a big deal in monotheism is because it is opposed by doubt - there are alternative beliefs in the world that seem like they might be reasonable. Punishment is reserved for those who reject the Eternal Truth and went with something else, something false, something dominant and easier but
other.
There's a significant lack of alternatives to the worship of deities in FR, and almost no indication that the few that do exist are "false" in any way. The dragonborn give one rather anemic alternative (the minority view of an alien diaspora of dragon-people ain't exactly shaking empires), but their belief isn't
wrong in the context of FR, it's just that...they get punished for it. It might be worth noting that the SCAG is the first time that the dragonborn and the Wall exist in the realms at the same time, so when the Wall first appeared, there wasn't even that. FR is in the D&D multiverse, which is fine with whatever you believe in general. There's nothing that the FR deities collectively have as a goal that is especially valuable or precious (they don't have a mission of salvation, they're not collectively fighting any forces of destruction or wickedness - heck, the Evil ones actively encourage destruction and wickedness). It seems like when Myrkul invented the Wall, it probably punished those people who, in the Grey Box, were just fine without a god, which is at least in character for Evil, but then it's persisted through the Time of Troubles and maybe through the Spellplague (4e doesn't mention the wall, so maybe it disappeared!) and now through the Sundering.
The real question here is if the game world functions according to internal logic and consistency. Quite frankly, I think that it does, at least with regards to the Wall of the Faithless. Your mileage may vary.
Yeah, it really does. An eternal punishment for people not devoted to a god is really inconsistent with the way that gods and alignments are portrayed in the Realms and with how alignment is used in D&D. But it may be thanks to my background that this inconsistency glows particularly brightly to me.