Imms change fairly requently. Some will leave, others new ones will show up. That adds up to a lot of upkeep, when you realize that Imms have to put so much effort into keeping things balanced.

Also, what about the Shamans and and Healers who don't follow a specific religion. A Sphere Honor Shaman, for example, is perfectly valid. Will we create a specific skill set for that individual character, or will we create one for his specific sphere? If we're doing that, won't we have to create a skill set for EVERY sphere, just in case?

That adds up to a LOT of work, as there's something like 60 spheres. It also adds up to a lot of powergaming, as people would choose a sphere who's skills they like, over a sphere which matches that characters personality.

I could see having a specific skillset for each broad category (in "HELP PANTHEON"). So we'd have one for THE SHADOW, one for THE LIGHT, one for THE FORCES, THE HEAVENS, and THE WORLD.

It still has the problem of people picking spheres to get a specific set of skills, but in this case it probably wouldn't be as much of an issue.
And since new sphere are rarely if ever added, once the initial programming/testing/balancing was done, it wouldn't require any more upkeep, as various Imms continue to rise and fall.