What about Ao?

While Ao is capable of exercising immense control over the Faerunian gods on Toril, he exerts no control beyond Toril's crystal sphere. ("Crystal sphere" is a 2e Spelljammer term -- think "Toril's solar system.") If, say, Deneir were worshipped on Generic D&D World #21, Ao has no influence over Deneir's activities there.

Here is something I posted to the Spelljammer mailing list on this subject:

In classic Norse mythology, Tyr was a god of war and law, who sacrificed his right hand to the Fenris Wolf when the latter was chained. He epitomized the warrior who followed the creed "my oath is my bond". In Toril, Tyr has been blinded as well, has less of a war aspect, and is more of a typical representation of justice. Are the two the same being?

Likewise, Mielikki (Toril/Finnish) inhabits the same realm as Ehlonna (Oerth), and the two are so similar as to be almost indistinguishable. Are they the same being with different names?

My personal idea is that the Overgods (Ao in the Realms, etc) are not divinities, but instead caretakers of a particular crystal sphere. Ao governs Realmspace; it is Ao's dictates which establish which gods have access to Realmspace, what their limits (e.g., divine level) are within the sphere, and their representations. Ao blinded Tyr (or Tyr's representation) within Realmspace. Tyr's representation in Norsespace (for lack of a better term) is sighted.

The best way to think about this relationship is that a crystal sphere is like a shopping mall. The divinities are the stores - some are big chain stores (Greater gods or Pantheon heads), while others are smaller, all the way down to mobile kiosks (demigods). The Overgods are the mall management company, who set the rules for stores/gods. The Overgod has no power over a different mall/sphere. The gods, on the other hand, have representations /stores in a number of different malls. Some are larger, some are smaller. Just as Borders may have a full store in one mall, but a Borders Express in another, so too might a god have Greater power in one sphere, but Lesser power in another.

It does get confusing when the gods have different names or blend with each other (e.g., the elven tri-goddess, Horus-Re, etc.).

On a meta-level, probably because Ao is a Forgotten Realms centric overdiety and concept. Planescape designers wanted to keep the Planescape setting from being dependent on the Forgotten Realms setting.

On a in-game level, the Athar are not based on Toril. Why would they care?

I'd say there's nothing wrong in treating Au as another name for the Great Unknown, if you like.
I'm only afraid that there's probably a ton or two of Forgotten Realms novels that give a lot of information about Ao, making him a Fairly Unknown, or eben just a Moderately Unknown, if you care about that.

Anyone think that The Lady is the over-god of Sigil?

I am a fan of both Planescape and the Forgotten Realms and I have incorporated both into my game.

There is no Ao in my game. To me, he is a meaningless and unnecessary complication.

I have created an alternative Forgotten Realms mythology which leaves Ao out of it:

The time of troubles was certainly an interesting storyline so I came up with an alternative explanation, which involved the war between Shar and Selûne.

Also, part of my rationale was that the different worlds of D&D are supposed to fit together with planescape, so I didn't want Ao spoiling the account of the gods that came to the realms from other worlds.