Well being a priest of a god, I would have imagined learning that there are no gods would have reciprocated a larger response. As for PoE2 the problem was kind of the reverse, my priestess of Eothas was asked to chase down Eothas (to stop him), whose side do they expect me to take? Basically I can choose to end the game there, before being resurrected, or I chase Eothas down to...tell him I'm not interested in stopping him. It's a bigger problem in Deadfire, but I still felt a slightly anachronistic slant to gods, religion and existence, than what I would have thought in Pillars. Or maybe I just remember Deadfire better, because I've played it more recently.