Well the whole thing about evil is that it either comes about due to ignorance, or being forced by the environment, or an internalized virtue that is pushed so far that it becomes a vice.
Drow worship Lolth because if they didn't they would be hunted down by their fellow drow.
Duergar worship Ladaguer because they have a chip on their shoulder and they hate Moradin. They probably have some built in resentment because Moradin didn't save them from the illithids and they think that Moradin justly deserves to be scorned.
People worship Shar because they are too dumb to solve their problems so they just want to "heal via forgetting".
Alternatively people worship Shar because they are ignorant about what they actually want or they are confused. Really, why else would anyone want to go to the Shar's realm in their afterlife?
I mean I fail to see how one could make an evil choice in the light of perfect knowledge about the state of affairs. I think people who worship an evil deity, believe that what they do is actually good and righteous. Evil is rarely conscious or unashamed of itself.
