I admit that my perception may - or simply is - skewed by having Viconia - Shaaran and proud and VOCAL - on my team in BG1 and 2.
Given folk already hate Viconia as she's a drow, and might otherwise think she worships Lolth, she might see Shar worship as the least of her image problems. In fact, having just come across her in my BG1 playthrough recently I think there's an implication she doesn't initially realise how negatively Shar is viewed, given she so proudly tells you that she no longer worships Lolth but is now a follower of one of the "surface gods" Shar, as a reason for letting her join us, though of course most surfacers would be no more keen on a Sharran than a Lolth worshipper. I suspect this is intentional on the part of the writers, and is a nice and (I found) slightly poignant touch.
Shadowheart, of course, hasn't fairly recently come to the surface and doesn't have the same ignorance of how folk would respond to her religion. Though I'm still puzzled by exactly what her memory wipe left intact and what it removed, as based on what we have so far it seems a bit of a mixed bag
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