This question actually touches on a few things that have led me to reading through the site for answers, as I am getting ready to run a game and am hitting related lore problems. However, the longest game I ever played as a PC was essentially a split between Planescapes and Dark Sun, so a lot of answers were provided in the course of that particular game that I think work pretty well.
Once upon a time back in the Blue Age, Athas was going to eventually become a standard world with a normal crystal sphere. However, due to the Halfling natives, the prevalence of the Way being strong there, and no other worshipers of note, no gods took any interest in it. Another good reason for it to be ignored had to do with how Planar Travel and time coherency don’t always crunch out, so the Early Blue Age was actually contemporary to the Primordial Elemental Lords running amok in the Forgotten Realms setting, the Outer Planes being even more unstable with gods fighting and whatnot, and a ton of other reasons for no power to really care about a little place full of agnostic halflings. A combination of life-shaping on an undreamed of scale and powerful Psionics is responsible for the Grey, either creating it, or perverting it from some previous form that no one will ever truly know. Once the Grey was there, deities couldn’t pass through it, but some things still could. “Mortal races” with spells or other ways of traveling, specifically. At least for a time. In this incarnation, the arrival of the standard races wasn’t due to the Pristine Tower mutating Halflings, but rather as refugees from all of the crazy things going on everywhere else… The Halflings just saw these strange races showing up around the Tower, knew it caused… mutation problems… and made a logical assumption. Then again, this also included Mind Flayers showing up for a time, feeding on a world that played to big, psionic brains, and taking snacks with them as it got harder and harder to travel… the Gith, which at the time was plausible but I think has been debunked in the current material? It also explains why Psurlons seem to be fairly familiar with Athas.
The Black is another perversion of “normal” planes associated with Prime Material settings, likely created by The Warbringer as a demiplane monstrosity for some reason. Probably a source of power or a future home for himself, obviously not quite finished, and might explain why he was tasking Champions to bumble through genocide when it was well within his powers to do it and, if need be, disguise his identity in the process. The Lens/Pristine Tower/The Grey made it more than just a pocket, though, and it was suggested that the “Deep Grey” was what the intention was, but the Black was an outcome. I guess having a place that traps dead souls so you can defile them for power all over again and further makes the place unattractive to deities because no petitioners can come from Athas makes some sort of sense. Eventually Nibenay, who had the best understanding of that sort of thing, tweaked it further, and sunk the Hollow out there as a demiplane within a plane in the fashion of a Plane of Mirrors (?), with polished, perfect obsidian in the place of glass. Again, things didn’t go quite as planned, but it was anticipated it wouldn’t work right and hence, Borys the Dragon being made to watch over things.
In the older material, elemental clerics were essentially described as a recent phenomenon on Athas, and that was chalked up to beings like Kossuth seeing a world where no other deities could, would, or even cared to intervene, and they finally had their chance to grab and hold something, so they were “sponsoring” worshipers. In this, all of the standard paraelemental (and even strange things that were called quasielementals - combinations of 3 elements) were present, but not a major force… yet. It was the opening salvo of an invasion, more or less… and some paraelemental things, like ooze and ice, just can find Athas unpalatable. At least Rain and Water have a really good sales pitch for converts.
In this take, long before the Sorcerer-Kings were described as being aware of the planes, it was taken as a “duh, of course they can worm in and out if they really wanted to.” It was shown that only Oronis, Andropinis, Dregoth, and to a much lesser extent Nibenay, had any interest in what was out there beyond “big, nasty, powerful, deities that are capable of doing worse than what we did to Athas”. In a way, the Sorcerer-Kings were shown to view themselves as legitimate protectors of their world from these dangerous “outsiders”, and in some ways Athas is as much their planar domain as a normal setting. Their ability to shape the landscape by “magic!” without much in the way of how ever being explained (not talking about simple defiling, here) is very close to being a “divinely morphic” descriptor. They can also grant spells, and though I know it was explained a while back how this happens, at the time it lent a very credible nod to the overall tone that the setting was in some strange migration to becoming an odd, new, probably Outer or Demi, plane. At the time, the only other settings as “strange” in terms of cosmology things were Ravenloft (a plane) and Spelljammer (speaks for itself). Of course, there has to be a door to Athas in Sigil (opened on/around the Pristine Tower in the game I played), and in this game there was one somewhere in the Abyss (probably more than one), one in the City of Bones, one somewhere in Limbo, and one somewhere in Asmodeus’ palace that I can recall, and then various passages in the Elemental Planes. Of course, with the Planescapes focus on the Blood War at the time, Athas was, again, a hard place to get to but viewed as a very fertile ground for recruits/schemes/worship and any number of other nefarious things.
I’ve always used a take like this when DMing, as it seems to make more sense to me on a plausible explanation of why Athas has screwy planar mechanics. It essentially means throwing out everything after the Crimson Legion novel, especially the 4th Ed. stuff, but… some of the 4th Ed. stuff meshes fairly well with it, too.
