Empyrean being the second worst religion after Council of Esus seems to be a common opinion here, but I don't understand it.
In Chalid Astrakein they have the
best hero of all seven religions. +2

per Sun mana is a huge benefit and with only a little bit of focus, Chalid can be on the receiving end of >99.9% win chances in any fight he cares to get in. Pillar of Fire is brilliant – with him around, you won't have to fight cities with defenders with more than 25% of their health.
Running Empyrean is also the only way to be completely immune to nations backstabbing you with Hidden Nationality or using Invisible attackers. Their Vicars can cast Revelation every turn to destroy any nearby illusions and glamours of that nature. Did your enemy just spend 720

on a small strike force of three Shadows? Tough: you spent 120

on a Vicar.
If you've ever used Maelstrom, you'll know that it means you can never not use a stack of doom because otherwise you'll damage your own army. You'll also know that it does ~15% damage and has a 30% limit. While a Luridus is a little more difficult to get, they have twice the strength of a Mage and have Crown of Brilliance. How does it compare to Maelstrom? It doesn't hurt non-hostile and it does ~30% damage to a limit of 60%.
The Ashen Veil have Ring of Flames earlier, but it doesn't do as much damage and it will also hurt yourself. The Cultist's Tsunami is damn good but situational. The Empyrean come off about equal in divine area of effect damage, or better after considering Chalid's Pillar of Fire.
Also notice that no religion is as good at productivity as the Empyrean. Every Temple gives +20%

, gives a resource happiness and allows two specialists. Also:
Temple of the Veil: +2
Temple of the Overlords: +3
Temple of Leaves: +1
Temple of Kilmorph: +2
Temple of the Empyrean: +10%
Temple of The Order: +10% Military Production, –5 to Crime Rate
I've put in red the only two that are massive, and it's clear that the Empyrean is better here as they
get the Order's benefit – as well as +10% for Wonders, Rituals and Buildings.
Now okay, this has been a bit of an ad for them. I don't mean to say that they're absolutely the best religion, but with Chalid + Temple of the Empyrean they're very solid.
(As for the Council of Esus they probably aren't much use, although then again isn't the Shadowrider the
best late game religious unit? I want to run the Hippus with Council of Esus so I can have shadow mana-empowered Shadowriders backing up the rest of my cavalry.)