Coming from an objective standpoint, I agree with AquaDrop. There is no mention of religion in the series. Celestia and Luna are "regal sisters", and (to my knowledge, i double checked and couldn't find anything) are not deities, or any type of extension of that train of thought. They are princesses, and they use their "unicorn powers" to raise the sun and moon. Based on that, I would say that as far as cannon to the series, the Ponies go off of lore, not in this case religion which carries a very different set of ideas. As MyLittlePonyTales suggested, I think the creation of lore during or before the Celestia/Luna era is completely up to you and anypony else; but I wouldn't introduce those concepts as religion. Even Zecora's differences are mentioned as cultural in the series. Religion is a whole different boat, it is not mentioned in the series, and should probably remain undetermined.