That's a problem with "Everything's core", isn't it?
You can't really have mechanics that are setting-specific while at the same time having every mechanic be core.
At some point, you have to choose which it is going to be.
I see it as a question of 'default' vs 'allowed'. I expect to see Dragonmarks in an Eberron game - that doesn't mean a DM can't allow them in another setting, but it isn't necessarily the default. Similarly, Themes in Dark Sun will help put the starting PCs at a slightly stronger power level, just like in previous editions they might start at 3rd Level.
Does that mean, in previous editions, that you weren't allowed to run a game that started at 3rd Level without setting it in Dark Sun? Well, no - but it helped make the setting distinct.
Similarly, we might see optional theme rules show up for use outside of Dark Sun - but by having a stronger emphasis on them and having them default from the start, they become a part of the setting, and help it feel distinct.
Which is really how I like it. I want the settings to feel unique without being so different that they aren't compatible - the fact that my current game has both featured planar exploration, astral sea sailing, and a trip into a Domain of Dread has been a good thing.
That's not to say there isn't room for unique setting properties - but I think a level of balance can be found. I don't think anything about 4E inherently prevents unique campaign elements. We just haven't seen any settings that really needed it. The ones that got incorporated into the basic setting still have elements of it - travel among the different planes ala Planescape, and you'll run into different planar properties and mutability, have to deal with portal mechanics and so forth. Find yourself trapped in a Domain of Dread, and you have to figure out its rules and what conditions might let you escape - if you can.
Is that the same as having Fear/Insanity points? Maybe not. But I wouldn't be surprised if we saw something along those lines when we get a full Ravenloft setting - for now, we get a taste of it that make it more available to a general game, and I'm ok with that. Eberron and FR, our only actual setting releases, feel as distinct as they ever have. Dark Sun is looking likely to be even more so - not just with themes, but with the standard emphasis on survival and brutality and what sounds like more intense rules for staying alive in the harsh heat of the world.
I'm just not seeing that having rules portable across setting inherently undercuts the uniqueness of each setting itself.