I don't think they're clueless. There is too much lore written in the books and tomes with too many details for them to be clueless.
I'm guessing it's more of something like them not thinking how certain things might seem to the player.
Assuming you played the first two games, you should probably at least have some idea of who Shar is because of Viconia.
But not everyone who is playing BG3 has played 1 and 2. They're coming in fresh. It is these players who will be lost if they don't do something to explain who these goddesses are.
And who knows, maybe SH's entire look IS intentional. Maybe she's Selune's avatar, and Shar is totally messing with her. Who knows?
Regardless. Your character should roll to see if they know or recognize her for what she is. If they don't want to do that, they shouldn't have her wear that armor.
