Wouldn't it upset the balance if there was an extra good religion, but no evil? Besides, you could have a religion for each god, and Kael said that in his D&D campaign there were even religions for supposed gods that don't actually exist. Sure, you could include them all. But even now not at all five major religions get a decent following in the game. Besides, the more religions would be added, the more civ-specific they would become. So why not just give a civ some special benefit to represent that religion, eg orcs and Bhall? What's the added value of adding more religions? More is less in this regard IMO.