It's also really odd how little of a role religion plays in the series. It seems like 90% of the characters are atheists. Pretty odd considering the setting.
I think it's just the show being the show. Like a lot of the magical and fantasy elements, much of the emphasis on religion has been lost from the book to the show. Themes like the old gods of the FIrst Men via the weirwood trees VS the new gods of the Andals with their seven pointed stars and septs. The god of ice and death (presumably represented by the White Walkers) VS the god of fire and life (presumably the Lord of Light and Mel's religion).
The hidden history of the old gods seems to tie into the grand backstory of the Children of the Forest, the White Walkers, the Night's Watch, and whatever it is Bran is going to do in the books. In the show...eh, that all went kaput in episode 3.
The importance of the Light of the Seven and the new gods for the rest of Westeros is a device to show the reader how much of a toll war has taken on the land and how the smallfolk cry out for peace, mercy, and justice while trying to make sense of the chaos. It's what leads to the rise of the Sparrows and the High Sparrow. That + Cersei's idiocy lead to the reinstatement of the Faith Militant, and so on and so forth. The impact of war on the people and their embracing of religion was shown quite well in that episode where we were reintroduced to Sandor Clegane, even though that arc only lasts for one episode and he goes right back to doing what he does best.
Like Sandor's path to peace, the plot threads of the High Sparrow, the Faith Militant, the Tyrells, Kevan Lannister, etc get tossed by the wayside at the end of season 6 when Cersei blows up the Sept of Baelor with wildfire. Why bother fleshing these plots out when we have a series ending to rush to? Burn them all. No consequences whatsoever, no one cares Cersei blew up the pope and their Notre Dame. No one cares Cersei murdered a whole shit load of lords and smallfolk. Let's just make her queen, um alright then. In terms of spectacle, great stuff. In terms of story, erm....not so much.
Then Cersei proceeds to do fuck all for the next two seasons as we wait for Dany's terrible advisors and the White Walkers to whittle down her army so it'll be a fair fight, even though it doesn't matter because they magically regenerate and oh look one dragon can take out the entire city single handedly anyway.
They made a mistake in giving book Aegon's "love of the people" plot thread to Jon in the show. They should have given it to Margaery. Let her survive the explosion. Let her rise up and retake power from Cercei. Let her turn King's Landing into a prosperous city again. That way, when Dany arrives to Westeros, it is more believable that the has an existential crisis when she sees that the people already have a queen that they love (Margaery), and that her role has become the Usurper.
Nah fuck it, let's make her go crazy because of crazy genes and bells 'n shit.