[RPG] What major changes does 5e bring to the Forgotten Realms campaign setting

Yes, the old deities are really coming back. Along with the list of old deities in the Forgotten Realms section of the gods listed in the updated basic rules, (and the gods listed amongst many pantheons in the Player's Handbook) there is also the "Sundering" story line. The Player's Handbook lists 39 deities for the Forgotten Realms setting with their domains and symbols. And 24 "non-human deities" which are shared between Greyhawk and Forgotten Realms.

During the Sundering the worlds of Toril and Abeir (which were united during the Era of Upheaval) are being separated from each other. During this time, the various gods are creating "chosen" mortals who are intended to bring power to the gods, in the hope that when "things are settled" these gods will have the power required to remain a god. There seems to be confusion amongst the gods as to what Ao actually has in mind as he re-writes things.

Noted events during the Sundering are the diminishing of Spellplague effects, magic changing its nature to the way it worked in the past, such that old spellbooks work and recent ones do not. "The Weave" has new prominence, and most importantly for this question, various gods are found to either not be dead, to be re-united, or to be recreated through various events. It seems that in the various divine schemes to "get enough followers" all divine who have a "chosen", get chosen to remain a god, in a fun twist of the meaning of the "chosen".

Wizards hasn't published a “campaign setting” book for the Forgotten Realms for 5th edition. (Yet?) There material scattered through several books — the Sword Coast Adventurer's Guide, plus all the hardcover adventures except Curse of Strahd — but no definitive campaign setting book like we've seen in past years. Information scattered across multiple sources like that, and being only a small fraction of what a campaign setting for the Realms normally covers, makes that an unsatisfactory source.

Until a proper campaign setting is published, there's only the old campaign setting guides to really go from, plus the bits and pieces of updates scattered across various 5e products. Ironically, the fan-maintained wiki is the most up-to-date source for the Realms after the Second Sundering (i.e., the D&D 5th edition era).

Are the SCAG and the adventures worth picking up just for the lore?

If you're looking for setting material, I'd say… probably not the adventures? That would be so much material to sift through for just a few bits of lore. What you'd get would be very detailed for some small parts of the Realms.

The SCAG is a better prospect, as it's closer to being a setting guide. Limited as its geographical scope is, it may be worth it if you intend to adventure mainly on the Sword Coast. (And the Sword Coast is thousands of miles long, so that's not as limited as it could be.) I'd say you should leaf through it if you get a chance to see a physical copy — or look for reviews of SCAG that give you a feel for what it covers and how deeply — and make a decision then.