Much as I love various settings, I’ve come to the conclusion that they are really for my entertainment, not that of the players.
I like the Dread Sea Dominions very much, but the primary impact this has on my campaign is that the lush, consistent background gives me ideas for scenarios, and guidance on how the NPCs should react, based on who and where they are.
I’ve been watching my players closely. Of the nine of them, one thinks he is in the World of Warcraft; one thinks his character is a viking; in their minds, five of them are playing in various Dungeons & Dragons settings; and two of them neither know nor mind which setting they’re in, they just focus on the scenario at hand.
Now, I could make them create setting-appropriate characters, and ask them to steep themselves in the lore of the Dominions, but that wouldn’t be fun for them. They’re attached to their existing characters, and have neither the time nor the inclination to read the background materials.
(Your players may think differently, and that’s fine; but I’m not playing with your group, I’m playing with mine.)
Meanwhile, there is a kind of event horizon around the party, which conceals all their non-setting-compliant weirdness from the NPCs. The NPCs play in line with the setting, and maybe eventually that will rub off on the PCs. Maybe it won’t, and so long as we’re having fun, it doesn’t matter.