Really? This has been a common complaint for years. I remember back many years ago listening to the Fear the Boot podcast and them talking about how players never bother with the DM's setting. Trying to get players to actually pay attention to the setting? That's not new. Heck, you want a good example, watch the Viva La Dirt League actual play Tales of Azerim and you'll see exactly the same thing going on.
I actually had a player take a level in cleric after about 6 or 7 levels into the campaign, when asked what deity his cleric was following, quite honestly ask, "What setting are we playing in?"
This is not new.