I support this implement!
I was thinking about it the other day, because BI allows you to add religions and therefore conflict and therefore making it even more difficult to conquer new provinces... FUN!

Sarcasm aside, I do think it is something that would help with the realism that EB prides itself in.
As for the religions themselves, you have to keep in mind... there were a plethora of them to be had in 272 BC. I'm fairly certain that the Germanic tribes each had their variations on the "main" religion... which is why in later times you had Wotan and Odin depicting the same god but in technically different religions. I'm guessing the Celtic peoples (in their vast expansion) had the same issue.

I can help you with the Getai religion. Not that it should be extremely complicated... EB already does a good job with it (except for including Ares, Dyonisos and was it Demeter? in there. I know there are no recorded names for these gods... but still.)