Well, not really. Although agnostic leaders cannot convert religions or change alliances, they can still join the councils. Cassiel is Neutral, so he can choose to join either the Overcouncil or the Undercouncil (we don't know how Undercouncil votes are counted, but on the Overcouncil all civs are equal,,so the lack of the religion in their cities won't matter either). Auric is evil, so he could only choose the Undercouncil (However, while the Auric AI will never adopt a religion, he has not been Agnostic in any of the recent versions. A human player could still adopt a religion, change alignment, and join either council)
It does seem like making Honor and (presumably) Deception be religious techs (thus not able to be researched by Agnostic civ) could be bad for the Grigori. Currently you need honor in order to agree to a defensive pact.
Agnostic civs won't be able to found either religion whose holy city is needed in order to form a council, so they will be at a disadvantage in founding the councils (although if they capture a holy city and have the right great person then it is still possible), but not a huge one.