I'd just like to point out that the different areas of Faerun are broadly inspired by different fantasy, mythological, or near-historical settings, as Star pointed out, Amn is middle eastern, as is Calimshan. The world of Toril is bigger than the Sword Coast, we have people of all different types, and it still has plenty of slavery, racism, and sexism in it. But a large number of adventures have been set specifically in the Sword Coast, where these prejudices exist in minority or not at all.
And comparing different settings regarding their handling and attitude towards social issues is kind of a pointless exercise; yes a dark fantasy setting is probably going to have darker themes in it than a high fantasy or epic fantasy setting. If you prefer a grimdark adventure where your characters constantly struggle for survival in a harsh and prejudiced world, then that's fine, but this game isn't trying to be like that.
