Shouldn't the ancient European pagan religions still have held on in that case? The Romans were willing to bend their religion in whatever direction to fit the cults of their neighbours and conquered people into their pantheon. They even tried to refit Jupiter into Abraham's God. I think it died out because it was too lax.
Same thing happened with Buddhism in India imo. Hinduism and Islam are significantly more "all or nothing", but that also made these religions more dominant than Buddhism and made the religion pretty disappear in India at least.
I really liked the Edna & Harvey games