There's a few things wrong with "regional" deities, especially given how large the Pathfinder universe is. Often problems regarding those can be explained as "that's just where they're worshipped on Golarion", without needing to go into detail on their greater role in the material plane and outer sphere.
Still, the Tian pantheon throws a wrench in that, with most deities there (not taking into account ones also found on the Inner Sea) considering Shizuru their ruler and obeying her edicts, even if just as a formality. In special occasions she may even call them to her later of Heaven to have a chat, including the spicy ones like Lady Nanbyo. It's even said Shizuru doesn't afford the same treatment for non-Tian evil deities as she does the like of Yaezhing and Nanbyo. How do you suppose this arrangement came to be? I admit I'm having trouble believe it's all because they happen to be commonly worshipped on one continent of one planet on the material plane.
I was once where you are now. Regional deities are very strange if you come from a background thinking of deities as universal and borderline omnipotent, even if you narrow that down to within their fields. However, the more I thought about it (and, in part, the more I learned about historical religions, but that's another story) the more I began to warm up to them. For one, some deities are just people from a region. It would be far stranger if people of the Dragon Empires worshipped some Taldan dude as the god of alcohol than to have their own regional deity in charge of alcohol.
For the vast majority of deities, I don't think it's really necessary to go into their greater role in the multiverse. In the cosmos beyond, I think it helps to think of them more as the most-powerful citizens of the divine realms, rather than as entities who manage the universe. There are a very small number of deities with the scope and power to manage alone any aspect of reality and Pharasma basically has that role because she was the first entity to come into existence.
Whatever stories mortals tell of them, most gods are part of a far larger population. The multiverse is more than big enough to accommodate hundreds of thousands of pantheons. It's not clear how gods choose the regions they do, but it seems to make the most sense to imagine that generally gods are worshipped in certain regions because they're most active in those regions and it seems to create a self-fulfilling loop. There is at least some implication that gods can't always easily just become active anywhere, they need worshippers to at least some extent.
On that note, I'm not sure I understand the question. Shizuru is the ruler of the Tian pantheon because she allied with or conquered other deities who are relevant in that region and/or they chose to elect her their leader. How this arrangement came to be is likely no different than most; history and proximity.
Well, that or the stories mortals tell about the relationships within the Tian pantheon have either creatively embellished or possibly influenced the actual relationships.
Is there a more specific element to the pantheon that seems strange?
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The same reason Zon-Kuthon is more popular in Nidal than he is in Jalmeray, and only Ancient Osirion seems to have worshipped Osiris - different cults take root in different places, and carry their context with them.
Shizuru and Tsukiyo are lovers, while jealous Fumeiyoshi is Tsukiyo's one-time killer... which means anywhere Shizuru or Tsukiyo is revered, the faith in their spouse is likely to follow, and close behind will be those devoted to their eternal enemy. They're going to cluster together in places where those faiths have deep roots and existing respect, because having a single follower in Kibwe isn't really going to accomplish much, and they'll be divorced of any cultural context.
Sure, Abadar is a mighty god of civilization in his own right, but that only gives him even more reason to show due respect to a powerful goddess of Law, especially one who calls herself an empress. She probably finds Yaezhing to be a brute, but they go back ages; he's a known quantity, and his executioners have long had a place in her empires, so they have every reason to interact politely. Similarly, her and Lady Nanbyo see one another clearly, and even the Widow of Suffering has reason to behave when in the house of someone so powerful.
Don't start unnecessary fights with a goddess of swordplay. Play by her rules of her turf. Stick to your own.
Maybe I'm just too focused on trying to find a place for everyone in the cosmology. Vudra's thousands of gods baffle me as well. I must say however that I really like the idea of Shizuru's celestial court, even if it hasn't been expanded much. All the deities just seem so... Understandable. Hoping an eventual LO book will give us more insights into this bunch.
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My interpretation has a few elements to it.
- Generally, the gods don't do a whole lot of direct involvement. There do appear to be some genuine limitations on it, given Baba Yaga has specifically avoided becoming one and I can't really imagine somebody like Lamashtu just deciding to voluntarily play nice.
- The gods' power can be used extremely freely through worshipers, but that's largely empowering somebody and letting them do what they want with it within some well-established doctrinal rules. There's a little nudging and the ability to ask for specific guidance, but we saw "genuinely know how your god feels about anything" as a late PF1 Cleric capstone.
- The previous two points in concert mean that people are far more likely to experience gods through their followers. Whoever starts providing the local community with healing or offering bargains for power to the desperate is likely to get more converts in a manner that snowballs over time. Whatever church the monarch decides to promote is likely to have a great deal more reach. The effects compound over time.
- A few notable exceptions probably exist. I think Lamashtu is the only demon lord with full divinity, so any involvement with demons as a whole is likely to trace back to her. Similar deal with Asmodeus and devils. Pharasma is the final judge of souls, and anybody looking too deeply into the afterlife is going to end up in her general domain.
I do think that overall gods and how they're worshipped regionally isn't portrayed particularly realistically, but we're all here for fun fantasy or science-fantasy game, so it's good to find some reasons that help explain things. I find a lot of the core 20 to not be to my taste, and regional deities help provide variety.