The reason is that if everyone around you is a polytheist, odds are you'll be willing to honour strange foreign gods when you're abroad; after all, what's the harm?
Er, well, if the stranger is a sincere believer in his own gods, or if she's a monotheist, they might object to honoring other gods. Maybe they wouldn't do it loudly- I get that part of what you're saying- but this question seems to assume that the protagonists in a fantasy story never take religion seriously. Same thing applies to bizarre customs; they might not seem bizarre to the villages around them, so no one might think to warn a stranger.
I like your other suggestions. Thanks for making them.