I was thinking that it might be possible to get some minor blessing from the gods, say perhaps the ability to cast a minor spell of a particular way but that the real benefits would come from adhering closely to the sects ways. For example I have yet to discover the healing glyph, I suspect it is given to you for delving deeper into the Laanx temple quest tree and I have not wanted to align myself too closely there. I donated my 1000 tria and delivered the lost scroll but that is about it ... old coin is one too? Anyway I do not wish to follow any particular gods at the moment but I might like to acknowledge their power and keep on their good side.
As far as needing to change faiths, it was not a necessity I am thinking of but it is possible to role play someone with vacillating allegiances or who experiences an epiphany at some point. How can a bad character ever experience redemption or a good one go bad if they cannot turn their backs on their former life?