Just tired and throwing out random ideas.
Each religion leads you through a quest chain that explores the lore and ultimately ends with you becoming a devout follower and giving you a special perk for following each specific religion. These perks will not alter your class in any way thus making balance easier but each one can give "something" beneficial. Maybe religion specific emotes (praise the sun anyone?

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They can award you the "pray" ability which gives you a buff specific to your chosen religion. Forcing people down a path for a dps/tank/heal buff would be horrible. Instead we could get a size increase or decrease (not hit boxes but just cosmetic), floating, hovering on a cloud, Halo on our head....stuff like that would be awesome. Something evil can give me horns.....please!
Specific religion paths could give us religious currency "faith" (I totally did not steal this from Civilization at all) that allows us to buy from a set of buffs that all religions offer. Each religion can offer different ways to accumulate faith based on the type of religion it is. The list of buffs being available to all religions would be balanced.
Based on your choice, you will eventually have a follower of your own that you can summon at will to be used for whatever purpose. Some religions can summon something that repairs, sells, Turns the area into a party. Those summons appearance would be different based on religion choice. Potential item mule that has very limited space but can be sent back as a safety storage?
What would you all like to see from the various religions in game? If my ideas suck, please tell me lol.