Religion does not play a prominent role in the Circle of the World. This is a world in which hell exists, but heaven probably doesn’t. A world full of devils, but no angels. If there is a God out there somewhere, he is remote and indifferent. Meanwhile, the average person is blissfully unaware of how strongly their society has been shaped by powerful Magi wielding dark magical powers.
The Union is thoroughly secular, perhaps even atheistic; as is Styria. Kanta has a monotheistic religion, but it has largely been corrupted by the Magus Khalul, who has placed himself at the head of the church as The Prophet. Possibly only amongst the native Dagoskans and exiles from Kanta outside the influence of the Gurkish Empire does the original religion still exist. Elsewhere, belief in superstition, omens, and prophecy prevail, such as the Great Leveller in The North.
Curiously, the Magi, who have lived for thousands of years, occasionally refer to God. Seemingly, they are not referring to Almighty Euz, the God-like vanquisher of Demons, closer of gates, father of the World.