Suggesting different branches of Celtic religion aren't similar enough is ridiculous. Almost all European religions in general are extremely similar from having the same origins. For example Odin is comparable to Lugh is comparable to Hermes and examples like this go on and on. While each branch has its differences, they're much more like dialects of the same language that struggle to understand each other at times than they are wholly independent religions.
Further, the remark that Celtic religion isn't much different from Celtic culture is also ridiculous. Celtic religion, and I would say all other European pagan religions I've read on, dominate every part of life. We know from Iulius Cæsar that for followers of the Celtic religion that all education was based on the teaching of belief in reincarnation, which the druids considered the most important practice above all else, and we also know that Celts were religiously against writing because they considered it to weaken the mind and capability of learning; therefore do we have very little writing on Celtic faith. There's also all the Greco-Roman mention of Celtic tribes on the mainland preferring to solve disputes through one on one combat between chieftains or leaders rather than outright battles (a practice probably from the faith all European religions are descended from, because we find similar duel practices elsewhere such as holmgang in Scandinavia). Celtic faith dwindles and these practices all go away and totally change society, and the most powerful caste of druids is utterly destroyed or irrelevant.
But you could also say religion as a whole is a deeper expression of a nation's entire culture which is a religious argument all on its own, and probably part of why people want Celtic religion (because it would totally change Celtic gameplay and culture). For polytheistic, pagan religions this is especially true because most tribes, before they met people of different beliefs, would not even have terms for non-believers, it was just their traditions and customs. E.g: the Shinto in Japan had no need to identify themselves as such before the arrival of foreign religions such as Buddhism. Anyone with a little interest in anthropology or ancient religion can probably tell you this. The same is true of a lot of cultures, e.g: all the different ethnicities/cultures whose names etymologically are self-descriptures or mean stuff like "we, us, people".
While the Celtic states might've all adopted Christianity in leadership, I'm not sure the common belief that it was extinct even in the 6th century is true. That sounds very ridiculous. All over Europe Christianity mostly spread through violent conversion and you can find countless historical examples of this, not through pragmatism or Christianity just being so much better (hallelujah!). And you can find record of Celtic pagan practices, such as Celtic decapitation (which there's some recent writing on as being the heads of ancestors or allies rather than trophies of enemies as previously though, because pagans are so philosophically aversive, devoid of culture, and savage that just made much more sense than anything complicated, for the same view have Celtic achievements such as the roads in France/Britain and all other achievements been dismissed as byproducts of Rome until recently), far after Christianity supposedly subjugated Celtic people. Furthermore many monks wrote of their own past religion ("mythology") and whatever you want to make of that, or the Christian slant added to a lot of it, that means a lot of people knew at least some things about past Celtic faith even well into Christendom.
Extinct in any major leadership role, okay, but it wouldn't be implausible to have some counties or minor characters as Celtic pagans. This is sort of a bad view of pagan religion in general−paganism was outlawed and persecuted throughout Europe so people practised in private if they did, we're to believe people replaced very large parts of their cultures very quickly for foreign faith and culture. It'd probably make sense to have small pockets of Germanic faith in places like England in the two earliest starts for example. Slavic and Romuvan counties convert rather quickly too as well as all other pagan faiths. But that's getting into gameplay mechanics on how fast religious and cultural conversion works as well as history.
