Unfortunately, no. Not as yet, anyway. Who can tell what the future of Conan Exiles holds, but, for the time being, Yakira is the only person you can talk to in the game about the religion (and even then only in the Exiled Lands; you have zero options on the Isle of Siptah), and she's got a pretty limited set of dialogues. As with pretty much everything else about the game, the focus is on fighting, building, and surviving, not talking.