Religion

Is there anything in the game to ad religion

No.

Only in each player's imagination, and frankly I'd be happy to leave it there.

You can make your country a theocracy in settings.

LDI invented a religion for their countries. They worship something called The Pink Potato iirc.

The Pinktator?

That's the one.

You should do what want, it's a world of imagination and creativity. No judgments here.
Rob