Refusing to bow and scrape before a bunch of power leeching petty cretins is not stupidity. Punishing players who wish to play their characters as challengers of the gods is a crappy way to run a campaign. Either you pick a god, or no outer planes for you. I know my players who are in Greyhawk: an eminently better world

would be annoyed by the Realms' idiosyncracies (which is one of the reasons we don't play there).
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Making players uncomfortable is bad gaming. Making players feel like there is something wrong with them for feeling uncomfortable about a topic is bad gaming.
First, I don't play in the Realms myself because of the many idiosyncracies of that world, but the Wall is not really a big idiosyncracy to me; it's a development that ends up working with the new state of affairs after all the turmoil of the Time of Troubles. There are a lot of details about it's potential implementation that could make me wince, but as it's been setup by WotC since Kelemvor took over, it's one of the easier bumps to get around for those groups that don't wish to deal with it. It's really easy to find a minor deity that would be more than willing to accept the power of your soul without dictating any particular terms of service; targetting the bigger gods would be foolish, but there's always going to be some minor deity in the shadow of whatever big god may seem natural for the character. Those characters that truly want to challenge the gods can probably become a minor deity in their own right, alleviating any concern about having to align with any of the other power leeching petty cretins on their way out of the world. In the end, it works for the Realms because it addresses storylines and opportunities present in the Realms that are not present in other worlds; it provides some unique challenges, but the world also provides a far easier path to godhood than Greyhawk or any of the other published worlds. Greyhawk, while my personal preference, lacks a lot of things that many people who enjoy the Realms look for in a game, so in the end, neither is really better; they are just written for different types of adventures and different types of people.
As for the second part, you're right and you're wrong at the same time. Making
players uncomfortable is difficult terrain, but not automatically bad gaming, but the whole point of the story is to make the
characters uncomfortable at times and force them to overcome those difficult situations. If I was somehow roped into running the Realms (a massive feat in and of itself; I usually prefer homebrew, and my own personal world alleviates a lot of the concerns about the gods in this thread, as well as most of the major gripes about the Realms in general, before they even come up) and one of the players truly hated the Wall and the gods and wanted to either minimize or fight them, I would find a way to let them do so; their
character would still feel discomfort, and probably a fair bit, because it's not the norm for that world, and if we aren't going to follow the norms for the world, there's no point in using the world, but I would do everything I could to make the
player comfortable with the story that eventually evolves out of that theme. If the player was so uncomfortable with it that they couldn't separate their personal reactions from their character's reactions, that aspect of the world simply wouldn't come up or, more likely, we would be playing in a different world or the entire group would be coming together to figure out what changes to the Realms would be needed to be made to keep everyone happy, because chances are some in the group would be drawn to the world precisely because of the elements that made that one player uncomfortable, at which point we would no longer be playing the Realms but rather a heavily Realms inspired homebrew. Simply removing the Wall to me is pointless; the Wall comes part and parcel with how the gods are generally treated in the Realms, and to remove the Wall to me means basically rewriting the entire Time of Troubles and everything that led to it and came from it, at which point it really isn't the Realms.