The gods have temples, creeds, factions, they have domains. A temple of Chauntea will be different to a temple of Helm. You can find out information about the gods of a campaign in order to better understand the services they can provide or the disciplines they oversee. If you are investigating a murder of a priest of Sune you may find different clues to a priest of Malar. It’s world building. When you find the Spire of the Morning in Myth Drannor you know the priests of Lathander are less likely to screw your than the priests of Cyric you met on the road. If you find a holy symbol of Loviatar in someone’s belt purse it means something different to a holy symbol of Tymora.
Sorry, I might have missed your answer the last time you brought something like this up, but,
@TheSword, what of this is an actual
challenge?
Remember, when we talk about the Exploration pillar of the game, we're not simply talking about walking around the town, looking at the front of a temple and recognizing that it's a temple of Chauntea. There's no challenge there. There's no game there. That's just DM exposition. Knowing what or who Chauntea is and what she's about is also just exposition. I doubt in a Forgotten Realms game if the DM would even ask for a Religion check for that. It's pretty much just general knowledge.
Note, when
@Chaosmancer talked about setting up a settlement, he didn't mean as a DM (I don't think anyway, would seem very strange in context), he means as a player. If the player wants to build a settlement, of some sort. Be it a castle, a town, a port, whatever. Hell, a house. The game has virtually nothing to help you there. There are downtime guidelines for building a home of some sort, but, it's extremely rudimentary.
To give you an idea, in Dragon Heist, the party is intended to gain a house in Waterdeep. It's a major reward for an adventure and most people who've played the module knows what I'm talking about. There's an entire chapter of a five chapter adventure, devoted to fixing up the house. Virtually none of it is from the DMG. There's nearly nothing about building that home that comes from the actual mechanics of D&D. And the rules for running the business are specific to that module too.
If I want to open an inn in Baldur's Gate, for example, where in the DMG should I look for guidance and what guidance does it give me? After all, you are claiming that everything I need is right there in the DMG, if only I'd read it. So, prove it. I want to open an inn in Baldur's Gate. Not a terribly unreasonable thing for an adventuring party to do. So, let's see what you got. Show me how it's done. You may ONLY reference what is in the DMG. No homebrew, no house rules, although, of course, interpretation of rules is perfectly reasonable.