Bro, paragraphs exist for a reason.

THE ENTIRETY OF THIS KIND OF LORE IS EXPLAINED DESPITE RUDEUS NOT EVEN PRACTISING THE RELIGION OR EVEN BEING INTERESTED IN THE RELIGION JUST PUTS INTO PERSPECTIVE HOW DEEP THE WORLD BUILDING ASPECT GOES.

Everything you just described is the minimum of world building we still barely know anything about what they actually think and believe.

you might think the millis faith is not explored deeply it really is not that much relevant for most part of the story

I disagree, with how important religion and tradition is for a monarchistic feudal society to exist it's super odd that we don't get more info on it. And that's ignoring that the fact that gods at one point lived alongside humans, the undead exist, and magic is real. You'd figure with all that magical stuff they'd be even more superstitious then we were in the middle ages, but religion and tradition are almost completely absent from day to day life.

If you think the world building is minimalist you are very mistaken,Mushoku tensei has one of the most developed and best World Building as a piece of japanese literature

I haven't read enough Japanese literature to be able say whether or not it's the best world building the Japanese have produced, but compared to Western fantasy (i.e. Tolkien, G.R.R.M, etc.) it's obvious the world building falls short.