Penny lately is questioning her believes thanks to all the bad things happening in her live.
In that regard the local priestess is far more zealous until we choose to corrupt her
You forget that Isha, while not "Evil" by nature is persecuted and her followers at minimum closely observed if not hunted... she herself is in hiding because she is afraid of Athias human prietesses.
Religons in games like this tend to become a 2 edged sword if its actively enacted. Haveing a zealous city as the churchs headquarter might be fine but most other regions are normally displayed as far more neutral... some go to church to offer a prayer of thanks for a good haul (fishing, mining or hunting) or a good harvest, but not to a degree that the Player finds himself constantly on edge not to get found out as a follower of a "forbidden" religion
I'm afraid I cannot really react to your last comment ^^
The passage I put into spoiler for sure, I definitively cannot answer to that, I also tried to not read it as I didn't reached that point^^. For Penny as I don't want to progress further in my current game it feel a bit the same, maybe I gonna do it later, but for now what you state don't ring a bell to me, even if I have probably already reached that point in one of my previous game, but I don't remember her switching from point of view, right now. For the priestress, again I didn't reached the requirement to corrupt her. xD
For your last point :
From my experience it's really rare to have an active religion in a game. Either they are quest giver, either they are 'landscape' element, but it's kinda out of the box if there is some real dynamic with them, even when the MC is the "chosen" of a cult etc. As for a MC who have to hide his faith, that : is indeed really rare, to the point that this don't bring back memory to me, most of the time they have to hide origins or magic capability, maybe they have to save some persecuted NPC along the way or fight a corrupted religion, but that's it. Sometimes : if there is some strategy element, religion can then become some kind of 'turn parameter', or an antagonist or an ally, but to conclude : if you push yourself to consider religions inside your average game, the odds are that you gonna find religion matters kinda unsatisfaying, if it's not at some point the main subject... But it's totally make sense (unfortunately ?), and about that aspect my former point who was pointing the fact that nobody visit the church was more 'humoristic' than serious. Still, if I consider the infos I have about the current avancement of the game - and I can be totally wrong because, like I stated, most of the time I didn't reached the interesting part, and my info are spoiler for the huge part of them -, maybe after some updates in the future, we gonna see some unconventionnal dynamic about this subject, let's see ^^.