For obvious reasons all the grim stuff already added are the kind of things that give much added FUN without needing that many underlying systems created to support it, hence probably why they made it in early. Religion requires a lot more work and features to be complete enough to add anything to the mix. Also, the following relevant tidbits can be found in the old dev pages:
"PowerGoal86, THE PROPHET OF AA, (Future): The Church of Aa has become decadent and gifts to the deity have waned, and the priests have been filling their coffers. You appear and claim to be a prophet and say that Aa has abandoned the Church. The priests scoff at you, but you perform a miracle, and there is a schism in the Church and much violence."
"PowerGoal139, A BATTERY OF AA MECHANICS, (Future): You receive the holy relic of Aa from a manifestation of the deity. You bring it to the Temple of Aa and set it on the altar. People dance as you chant the prayer of Aa. Word spreads quickly that a prophet of Aa has arisen, and the religion of Aa sweeps throughout the land."
"PowerGoal113, DIVINE INTERVENTION, (Future): You are playing goblin ball in the arena when your son yells "dad! dad! goal! goal!". Your son had been praying all day just so that you would win. Your kick is short, but the god Markad manifests and finishes the kick."
"PowerGoal125, SPEAR OF THE GODS, (Future): The gods of life and death have been at war since the beginning of time. The regions of the world are set in opposition, and creatures are occasionally born with affinity for one force or the other. You are born as a servant of death and claim the great barbed spear from the highest peak where it had sprung forth from the mutual hatred of the gods."