If religions are indeed added as religions themselves, I think localizing the religions IS a good thing. Though the Empire does have a pantheon of gods, it is very different from what the Bretonnians believe. The Tileans may follow the imperial pantheon, being a former state. The Empire however is overwhelmingly Sigmarite. Sigmar Heldenhammer, the warrior-god, was born under the two-tailed comet, and united the tribes in the area which is now known as the Empire. He essentially founded it - think Charlemagne, except deified. The temple of Sigmar is massive, and Sigmar is THE God of the Empire - though there are a few lesser worshipped deities, their worship can be compared to the worship of saints in christianity. One exception of course is the city of Middenheim, which worships the god Ulric, however this is the only place where another god is worshiped more than Sigmar within the Empire. Even the province of Middenland, (Middenheim being the capitol) is primarily Sigmarite.

Anyway, that's my spiel on Imperial worship.