I think the hardest thing for me to accept about WH40K's religion is how incredibly shallow it is. It's all surface. The whole book, you read about events and people in the shadow of Saint Cognatius and it's never made even a little bit clear why he deserves to be a Saint. I think maybe even the book itself forgot what Sainthood entails. The last chapter is an adventure where you look for Cognatius' final resting place. You find an elaborately-decorated pilgrim-transport that has crash landed on an alien planet. Inside were frescoes and statues dedicated to the most glorious moments of Cognatius' life. But the GMing advice said that it was "ambiguous" whether the ship was his true tomb.
Yet, if the Sacred Heart was not his tomb, doesn't that mean his followers were making devotional art of him while he was still alive? Doesn't that violate the number one rule of being a saint? I don't know the ins or outs of the Imperial Creed, but I'm pretty sure that "guy who declares himself a living saint and encourages his followers to worship him" is one of the classic types of heresy.
The Imperial Creed is very big on punishing heresy, but the books don't sweat to hard when it comes to explaining what heresy actually is. Near as I can tell, "heresy" is nothing more nor less than "fucking with the empire's money." If you're encouraging people to pay their taxes on time, you can declare that you're a living avatar of the Emperor himself and the Inquisitors will be all, "check him for moles, because mutation would be bad."
That's my read on it anyway. Faith and Coin hasn't really cleared anything up in that regards. It gave us four examples of NPC missionaries who are considered to exemplify the ideals of the Ecclesiarchy, and the thing they mostly seem to have in common is that their mistakes didn't catch up to them until after their deaths. The crusading missionary who converted followers by force of arms . . . and destabilized planets for generations after she left. The cautious, diplomatic missionary who persuaded several planets with reason and economic arguments . . . and who was slowly building himself a base of power prior to his assassination. The idealistic missionary who helped the poor and treated the sick . . . and wound up infecting a whole space station with the plague after she tracked it back from a planet she failed to save. But they all increased tithes coming out of the Koronus Sector . . . for a time.
I really want to interpret them all as parodic, but mostly Rogue Trader has lacked that kind of wit. It really is just all surface. Screaming, "burn the unbeliever" is always just a little bit easier when there's nothing specific they're supposed to be believing.
Despite its theological murkiness, Faith and Coin is a fairly decent book. It's got a bunch of useful story ideas, a few new character options, and a chapter full of equipment that only occasionally provokes difficult metaphysical questions (how can a sword possibly be "sanctified," is the Emperor really a holy power? I thought he was comatose.) Overall, useful enough to me as a GM that I didn't need to act like nearly such a brat about it.
Ukss Contribution: The God-Emperor of Mankind. He didn't actually play that big a role in this book, but I said I was going to try and incorporate more unmistakably WH40K stuff, and it doesn't get more 40K than that. The Ukss version of the God Emperor will also be comatose, kept barely alive by a golden throne, and have really non-specific doctrines of worship.