I don't think anyone disputes the fact that Shadowheart is dressed in a very Sharran way. For a "secret mission" she's very poor at secrecy.
The point and where the focus should be: How do we get the PLAYER up to date on who Shar is (the big bad evil goddess of the night) as well as Selune. The average Joe-player with no knowledge about the Forgotten Realms, D&D gods etc, would be pretty clueless as to why being a Sharran is a bad thing.
Which would apply to any new IP a player joins. I used Dragon Age Inquisition and Mass Effect 3 as some examples. New players wouldn't understand the bonds between these characters in Mass Effect, and context on the OGB and the Warden, and Hawke would be missing. To the point of "What's OGB mean" missing. New players would need a breakdown of "the story so far", and in those franchises, it wouldn't be too hard, there are comics for 2 and 3 in Mass Effect, to build towards a desired outcome in 3, and Dragon Age Keep, which is great for long time players, but doesn't give a newbie much context, just lets them pick a path. Here? There are 50 years of real time lore. At what point do they start writing that "the story so far" to catch new players up? An intro movie could be longer than some games, just brushing up on the basics, let alone getting into the specifics. Not to mention that, for players that are truly curious about what they're missing out on, there's 50 years of literature that they can look up online, up to and including a simple search for "who is Shar". Yes, it is reasonable to expect players to do some footwork, especially if there is in game literature that they either missed, or missed the significance of.
Then there's the obvious stuff: Maybe they don't want all that reveal initially. If someone sincerely believes that Shar is evil, and that is correct, why would they take the only cleric, so far, in the game with them? Some players wouldn't, and would be lighting the forums on fire for not providing an alternative "healer". For all I know, that's already happened. Would anyone want to travel with a Gith? What about Gale? Aside from the "gotta feed him magical items" issue, what about the level of obsession required to get where he got? Wyll? Too much information could taint the pool every bit as much as not providing any. Fortunately, some lore is available, in game. It just requires the player that's curious about the lore to find it. It's not like new players are coming in at the beginning of the story, where all that exposition is needed, sometimes. Horizon Zero Dawn did a great job of "you know nothing of what came before", and then expanding on what you knew as you went. Players have the opportunity, in game, to get some basic knowledge. If the knowledge they garner doesn't justify an outraged response in their minds, they're not obligated to take that response. It's existence isn't bad, just because it's there. Their confusion about it's existence is irrelevant, on their first playthrough. It isn't intended for them, but can't be excluded because "a new player won't understand".