But then, it can also immersion braking if your "good" character doesn't know that Shar is a goddess which wants to wipe out all life on Faerun and has actively tried to do it already not long ago. I don't think this comes across well so far. Neither from the reaction of the other companions when Shadowheart has her revelation moment, nor from the books I read in game. You get Shadowheart's side of the story, which is good, but I think like the OP, we should get more information about Shar directly right at the start. It makes no sense that someone who calls herself "Shadowheart", is very secretive and a cleric, wouldn't be asked about what god she serves. And the whole story is meant to be like this big decision for the player character, whereas for me the whole thing just came over as "ok, not sure why she was so coy about this". Then worship Shar, why should I or anyone else care.

On the other hand, if you really take the Companion backgrounds seriously, I'm not sure if you'd associate yourself with any of them. La'zael you can't trust at all. After she finds her creche, she could just kill you, and you know she doesn't have any scruples about that, or might not be able to prevent her kin doing it even if she had scruples. Gale is either delusional or a walking time bomb, then you have a vampire and a guy who has made a pact with a devil.

I personally don't care that much about all of this, I have fun playing the game, but personally, I think they could have toned it a bit down with those background stories. Not everyone needs to be evil or have big, threatening secret.