All in all, I think the most difficult thing will be to have the appearance of the known religions in later eras, when the DLCs will be released.
Just taking an example: if you begin a game as a Roman city in Roman Era, it’s easy to have the Roman polytheism with all their gods and rituals.
The trouble will be if you begin for instance a Mediterranean, coastal village in Neolithic and want to play your game until the Roman era when this will available via DLCs. How to have the Roman religion appearing in game? Just having a world event saying “Hey dude, the Roman religion just appeared, do you want to adopt it?” would be quite lame.
So I thought a bit, and strangely my thought went from most recent eras to older ones – with a little sum up at the end.
I think what has been said so far about the world events could be very useful there (despite what I just said). After all, such a “discovery” of any new religion on the world map, same as it seems it will be done for technologies, could fit perfectly with any monotheism religion, as Judaism, Christianity and Islam, which were quite exclusive for most of their history. So there’s a clear choice for the player, while still having the choice between various schools (e.g. the various sects for Judaism, basic distinctiveness between pre-eastern/pre-western Christianity, various regards on the Muslim Califs in Islam, etc.). And as those eras are also (for what I know of it!), because of their exclusivity, the period when religious wars are clearly a major historical feature.
One step earlier: Antiquity polytheisms.
When launching a new game in this era, maybe a similar set of choices could be offered to the player, e.g. choosing to give more importance to the Aventine triad/Capitoline Triad/deified emperors (or even kings) if playing in a Roman context.
Aside of that, it still would be possible to “import” foreign gods, as the Romans and most other people did (I’m looking towards Mesopotamia, Greece, Gauls where the foreign gods were considered the same as the local gods with other names, and sometimes their cults were just imported as such, like for Mithra in the Roman Empire).
Still one step earlier, for the very Neolithic/Ice Age eras, when those polytheistic beliefs were about to appear. There still could be choices to make when playing the game from the Neolithic/Ice Age, and evolving until the possibility to adopt the known religions.
So maybe, depending on the world map context it could be done this way: you define progressively your own religion, while there is a progressive appearance on the world map of a partially know religion with local gods (either they are Mesopotamian, Gaulish, Egyptian, Greek, etc.), via events. Then either you stick to your own religion, or choose progressively to get more in conformity with the dominant religion randomly chosen for your world map.
So, to sum it up after this reverse chronological thinking: I think maybe one good solution would be, when you launch a game in the Neolithic era, that there is a known religion randomly decided but kept hidden, depending on the world context (so that you avoid Gaulish gods when playing a map furiously looking like Egypt).
Then for each event adding another historical layer to the religion/belief/spirituality on the world map, you get the choice to stick to your own choices or adopt the common trend.
I know, I know. Uncasual Game guys (if they’ve been courageous enough to read this looong wall of text until now!) are now rolling their eyes and saying to themselves: "Hey, Roman/Greek/Mesopotamian eras are for after release, we’ve got more urgent things to think about!"
To this obvious remark I’ll answer: yup, but having the system thought out before you have to redesign everything may be better.
As for the “switch off” button: maybe this could avoid those choices for players who just want to don’t meddle with such things in their games. So, if their world context is set to e.g. “Celtic”, they progressively see the Celtic religion appearing in their town, with predefined gameplay related. This would probably cut them from one part of the meaningful and fun choices that could be made – but to be clear studying a pas society forgetting the higher importance of spirituality in those eras would have the same effect of being only a partial reconstruction.
The major benefit would be it would allow the devs to have to deal with insane balance things if one whole part of the game is just scrapped out.