During character creation, I'm allowed to choose a god to worship, all of which grant different permanent game bonuses. One of the options is to worship no god, which yields a paltry 1% experience bonus, by far the weakest of the options. If this source for the experience/level progression is correct, that only amounts to 19,480 of 1,948,000 experience by level 40 (max level), which even by that point is only about 1/8th of a level. With such a small bonus, you'll barely level faster than followers of gods, and the cap effectively means that at max level, you no longer have a bonus relative to them, seemingly make this a poor choice.
Is there any other gameplay or story benefit beyond that character creation benefit for not worshipping a god, such as extra availability of quests or not having some opposing god's followers hate you, or anything like that?