First, Swen confirmed that your own custom made characters are going to be far more important in the story than DoS1/2. But there's only so much they can anticipate since they can't write into the game script dialogue for every possibility. That's why they do pregenerated characters to begin with...they know the backstory and can speak to it specifically. With your custom made character, there is no way for them to guess your backstory and script the dialogue and story to it. They can get close, using you class, background, race, etc...but how much do you expect from them when there's no way for them to know more than that about your character? It would be too difficult to try and map certain NPC's into your specific backstory based on just class/race/background. And if they did...going into this game for the first time you'd have no idea who those NPC's even were. And then they probably wouldn't match up at all to what you had expected.
Now, maybe they have a questionnaire that they haven't disclosed or shown off yet where you can add some background information in for a more personal feel to the game. If there are those kinds of choices, you'll get a lot more of a personalized touch...but I see that requiring much more history/lore of Baldur's Gate than most people have.
I just have no idea how people can expect the depth of a custom character to be the same as a pregenerated one. Maybe Larian has found the secret formula to make that happen, who knows.