Well, it's not without precedent. The Spanish converted the Aztecs to Catholicism at swordpoint - I guess they figured the Aztecs would work harder in the mines if they thought they'd get a reward for it in the afterlife.
There was plenty of forced converting in Europe too - "Eee eee, that dang pope won't recognize my marriage, so you're all Anglicans now, and you better like it!" To say nothing of the Islamic conquests...
The problem I see here is that having the Romans be Confucianists, or the Aztecs be Jews, is that it is very jarring, from a traditional standpoint... religion is a product of culture, and the very thought processes and history of a society determine its nature. I can't imagine a conquest based society like Rome embracing a thoughtful, introspective religion. How are they going to worship the war gods like this? It just doesn't feel right. Thus, I make my case for generic, perhaps player-chosen names for religions.