As far as I know, the multiverse of D&D 5E consists in different worlds all residing in the Material Plane, but the rest of the planes (Transitive Planes, Inner Planes, Outer Planes...) are shared between them.
That being, how come thatIs there a lore explanation why each setting might have different deities? Since deities exist in planes other than the material oneMaterial Plane, shouldn't theythose deities be the same in every setting?