@Leadfoot,
No central control system, a multitude of different gods means lots of different priests with different ethics, not all of whom would agree with the government. It's a lot harder to control the masses that way.
One central controlled state religion, with one pope based in Rome meant that government doctrine became religious doctrine. It's tailor made for totalitarianism, crowd control and corruption, it's where we got nonsense like the divine right of kings.