Short of roll play the religious weapons are ether useless or just not practical. At the level your alter needs to be at just to make them you have already unlocked better equipment. I propose an upgrade to make using them more disable. What if (like tools) the religious weapons harvest the parts of a person you need better? Example: The Mitra Ankh gets you a lingering essence if you hit a dead NPC. What if just killing an NPC with the Phoenix sword got you the essence? It wouldn’t give you more but you would not need to stop to hit him again and you wouldn’t get useless human flesh clogging your inventory. You couldn’t have it give you more because well If you worshiped Set… “How did I just get 2 hearts from that guy?” (The only one I would see getting you more might be the axe for Ymir because it’s ice shards not people parts.)
It would be cool if they inflicted corruption on someone who practiced a different religion (like a debuff in addition to damage).