S'mon said:
I've found myself much more willing to change rules than to change established elements of my gameworld mid-campaign, although I was happy to de-emphasise elements I found it impossible to retcon it, to say "Ok, X doesn't exist". Many 'corporate' fictional universes like Star Trek or Marvel Universe seem happy to retcon though - is it an 'auteur' thing?
Well, neither Paramount nor either of the major comics companies are paragons of courage; both will do anything in their power to preserve their bottom line, even if it means dumping continuity or skirting around certain issues. You have no such concern.
I make certain assumptions in the following: I assume that your players are all friends, and friends outside of the game. If you're running pick-up games at the FLGS, then most of this probably won't apply.
After playing with them for some time, I have a fair idea of what my players will and will not put up with. Most of them can seperate their character from themselves, but at the same time I recognize that there are some things that you just don't put up with even in the face of historical accuracy. I guess it has to do more with tone and emphasis. If I know a player has reason to dislike dislike a particular thing, only rarely will that thing come up and then it's unlikely to be the focus of the session.
Usually I simply assume the PC's are going to be in exceptional circumstances and be (or soon be) outside of society's norm anyway so most of the rules aren't going to apply to them.
I know that women did not have the same opportunities in the 19th century that they do now, but there were also exceptions as well; the PC's are usually exceptional people anyway. If I was running Call of Cthulhu: 1850 and someone wanted a more independent female character there were ways of having that occur. (Mrs Potts was the talk of the London Scene; though Mr. Potts was long dead, she had her own money passed down from her grandfather and so was beholden to none. She spoke her mind and did as she wished and there was none to gainsay her. -- Mrs. Potts' circumstances are unusual, and she has both the wealth and charm to carry off what would be unforgivable social gaffs in anyone else. She can talk to servants as if they were equals, have a young man room in her house with no censure, etc, etc, and most people will simply say 'Oh, that's just Mrs. Potts. Isn't she the live one?')
In other circumstances:
I'd assume you'd know if there was going to be a problem with a particular part of a setting within your group; ie, 'everyone knows Bob won't play in a setting that has oozes in it'. If that was the case, I'd think long and hard about the position of oozes within the setting. If I really wanted to run the setting, I'd talk to Bob beforehand to make sure he's cool with it and discuss how I'd be handling it. Usually you can find some middle ground. If it was a choice between running the setting as is or losing Bob, I'd probably choose not to run the setting.
If you find out something like this after things have been going for some time, though, it would be a more difficult choice. If after a couple years of no complaining, Bob suddenly announces he's disgusted with your portrayal of oozes and either they go or he does.. I'm uncertain what I would do. I certainly would not want to lose Bob but... I've done all this work, everyone else is loving it, and he's kept silent for two years? Hmm. I'd assume first off that it really wasn't the oozes, that there was something else going on in Bob's life that's set him off. I'd talk with him and if that wasn't it, I'd probably suggest that Bob might enjoy a break from the game for a time. (Usually that won't work with my own games; we tend to go for a year or two on a campaign or setting and it's pretty harsh to say to someone 'well, see you in a couple years, then?' It would be more a case of 'Well, I hope you find gaming success elsewhere, Bob, and I'm sorry things didn't work out'.)