Shrines serve a different purpose than temples.
Temples convert the peasants in the region they're in. Shrines get the peasants in their region excited about their religion, so they'll go and convert peasants in other regions.
None of this in game and I am rather sure its not on the wiki help page either.
@T0mislav
Shrines are likely not a great idea beyond lvl 2 without a temple, albeit Anaris's news may change that some, but an obvious fix for this is just make a temple in the region. No I don't believe the dev team has to make everything easy for you and let you make a temple everywhere as a priest instead of needing lords. Tough, this is a social game, you will have to actually deal with people.
