I think there's actually a very good, and surprisingly simple, reason for why deities tend to be two-dimensional.
There's not enough pages in the book.
The issue isn't that the deities, as imagined, are boring; it's just that none of the interesting stuff will fit in the book, because they can't justify more than a page to summarize all the deities in the setting.
This is really well illustrated by books like Faiths of Eberron and the Core Beliefs articles in Dragon, especially when you contrast them with a book like the 3.0 Deities and Demigods. Deities and Demigods was trying to incorporate summaries, nice art, stat blocks, and god mechanics for like five pantheons in a single book, so the information on any given god was minimal at best. Faiths of Eberron was devoted entirely to the gods for one pantheon, with no new mechanics, and only a handful of prestige classes and spells; the dramatic majority of the book was nothing but lore about the deities of the Eberron setting. The Core Beliefs articles took a similar tack with the gods of Greyhawk; if there had been one for every major Greyhawk god, and they'd been collected into a single book, it would have been a pretty thick book.
And what happens as a result? Eberron and Greyhawk are the two best campaign settings to play a cleric in, as far as I'm concerned. If I'd read any of the Forgotten Realms novels about the gods of that setting, I might add that to my list. Paizo has been putting Class Acts articles of their gods in some issues of Pathfinder, and that's been making significant progress on the depth of religion in their setting.
Shallow religion is never a fault of the setting itself; only of the development priorities of the setting's publisher.
Every time I read a Class Acts article, I say to myself, "




, I gotta play a cleric of <name of god here> one of these days, <he/she> is totally awesome." That's what everybody in this thread is looking for, and I don't know of a better way to give that to people than to devoting enough pages and good writing to it.