A cosmology based on the duality principle makes sense; it's a neat way to provide a base for the whole good vs. evil thing that is the backbone of fantasy heroics. The fact that chaos isn't inherently 'evil' is often overlooked, and I suppose that anyone with the desire to make an End of All Things (Damien?) would find himself to be morally blamed by most of those he met along the way.
Even an outlook based on the duality principle does not, however, let a religion avoid the issue of the Great Divide. Whether a shaman or a priest, a spiritual leader who doesn't provide an answer to the question of "what happens when we die?", must be said to have failed in his mission. This is doubly true in a world where people can actually see ghosts everywhere (although I suppose they could just ask them).
As I lay me down to sleep
I pray the Lord my soul to keep.
If I should die before I wake
I pray the Lord my soul to take.
And when the Lord my soul has got
He'll leave my soulless husk to rot
Where it will slowly liquefy
`Cause that's what happens when you die.
