Why is this simple primitive shaded so weirdly? I made sure everything is quads , I've checked the normals, I've unmade and remade all the faces, no luck. Why is the shading still so weird? 

All I did to create it before I started trying to fix this was make a circle and reduce it to 3 sides to make a triangle, then extrude it along the z axis, and fill the top and bottom off with faces.
You appear to have the mesh set to Smooth shading. This will attempt to generate consistent normals around the edges and vertices to blend in with the adjacent geometry. Set the shading to 'Flat' and each face will have consistent shading (with hard edges).