If religions are mod-able that's what I like to do with it. But I doubt so. Even if religions can be mod, it would probably be like in C3C where you can only have 31 civ max in any game (ie probably 7 religions max in Civ4) which means you can't add atheism, scientology, Zoroasterism, ****oism, and all the assorted religion without leaving out the seven in-game religions.
Also, I would like to remind that each religion already have a UU: missionaries.