I don't think most D&D settings actually propose that. There are mentions in lots of settings that the chosen deity is merely the one that gets your soul, but people pray to whatever gods that apply to their situation.
Spriggan's Den - Thoughts on Sword & Sorcery, RPGs, and some of my personal creations.
Originally Posted by Galloglaich
DnD is basically a comic book superhero game set in an alternate reality more related to a Renaissance Faire than any actual history or mythology from the real world.