Keep in mind, Jormyr's only been around for less than a year, which means even old players had to figure it out recently as well.

As Destuvius referred to, I'm typically pretty willing to work with players with SOME form of interaction and guidance. I'm not going to expect players to know where the shrine is inherently, though I do expect a character to pray from somewhere appropriate. Hint: Jormyr's also a God of the Frost Giants.