I have nothing bad to say about Dreaa and Muuloc and I'm not entirely sure what their reasoning was for creating non-religions, but these two individuals would be at the top of my list for repositioning into Tribunal and Empire. Scion has Eshval, who is a seemingly constant and beneficial presence.

They just haven't created their religions yet. They were given the current "generic" helpfiles as 51-52s so people knew who they were when they saw them on "who imm". It has nothing to do with them being "religionless" immortals.