Yeah I think I'd prefer empty religions than no religions. At least then we'd have kind a of "religious backdrop."
EDIT: Maybe we should add some flavour text like so:
You are currently
the duke of Keplerstani
a member of Keplerstan
a believer in no established religion
As such, you owe your allegiance to your ruler. As you have no established religion, you will likely be shunned for your ignorance. You should find a priest for spiritual guidance as soon as you can.
Ok I know that was very crude but you get the idea.
An addition to the Global and Local Character list, extra column--religion--would make it much, much easier to discriminate against other players based on their religion.
