I'm okay that the Wall exists in FR, but maybe that's because I view the FR a bit differently than some. For me, it is an evil of almost Cthulhu-esque proportions. Other posters have already explained why: it prevents non-devout souls from reaching their "destination plane" (as based on alignment), it's a violation of free will ("You must worship us FR gods, or else"), and it's simply degrading. Even if the ultimate "reward" of faithlessness is a painless oblivion, being turned into bricks-and-mortar is quite the dick move. It's the smug deities showing that if you don't serve them one way, you'll serve them in another.
I've played NWN2: Mask of the Betrayer at least 3 times and, every single time, I've sided against Kelemvor. I know it's fruitless, but there's something inherently noble about fighting the impossible fight. It's part of the human condition. Death is inevitable for all of us in the real world, but we keep striving against it. Fighting the Wall, and the gods who would support its existence, gives me some of the same vibe. It's bleak, but I don't necessarily see it as edgelord... unless the author, or some of the audience, think that it's somehow justified or deserved.
I choose not to interpret the Wall as being a deserved fate for atheists, and I certainly don't buy into the fact that it's part of the "deal" (i.e. FR can't exist without gods, so mortals need to do their part). The Time of Troubles proved that the FR can survive just fine without its deities... many of whom are not even worthy of the title, and are simply ascended mortals who got lucky.
Frankly, I revel any time an FR deity dies or is majorly inconvenienced. I kind of despise them all. The Wall is just part of it. There's the Time of Troubles, the Bhaalspawn crisis, everything involving Cyric, the arbitrary ways that the "Chosen" are... chosen... and the stupidly OP abilities they gain. Hey, just because you suck up to Mystra the hardest, you're automatically better than any other mage can ever be through natural talent, or plain ol' hard work. That's inspiring, in a way... it inspires my characters to want to eradicate every Chosen of every FR deity. Bunch of over-rated sycophants.
So, that's my view. I see the Wall's monstrous evil as a feature, rather than a bug. But it's a complicated topic, in part because atheism and agnosticism are real-world belief systems. I don't know how it is in the US but, in NZ, both are standard (and common) census responses here. There are plenty of D&D players worldwide who would list themselves as agnostic/atheist. If I was building a campaign world myself, I probably wouldn't include a statement like: "If your PC is a [real-world belief system or philosophy], all-powerful entities will eventually turn your PC into building supplies and then condemn your soul to oblivion". But maybe that's just me.
