Odo was raised on Bajor by Bajorans, but doesn’t wear an earring.  So he’s not religious, despite religion being a pretty significant part of most Bajoran life.

• did it never occur to Dr. Mora to raise Odo in the Bajoran religion because on some level he still saw Odo as Not A Real Person?  There’s a story there.
  
• did Dr. Mora raise Odo with the religion but Odo never actually felt any connection to what was a Bajoran religion and he, as he keeps being reminded, isn’t Bajoran?  There’s a story there.
  
• did the Kai and the council of Veddiks not allow Odo to get Bajoran-baptized or whatever the initiation/confirmation rites are because they decided he’s not enough of a Real Person?  There’s a story there.  (Cardassian war orphans were raised in the Bajoran religion, though, so it’s not like it’s exclusively for Bajorans.)
  
• is Odo a Bajoran Atheist like how Ro is a Bajoran Satanist?  Okay I just kinda want to talk about Ro and her Edgy Satanist wearing-the-earring-on-the-wrong-ear, I want to see more of Ro
  
• mostly I want to know whether Dr. Mora ever tried to raise Odo religious, and why/why not
• also for real why doesn’t Odo have nose ridges, by rights he should
• also also why does Odo have a gender, by rights he shouldn’t
• I care deeply about Constable Odo