[Shujin]

Thats not how races work. Its not a "Believe". Its literally a God looking at a human and being like "You know what? I think you look better with my horns!"-> Zerans are created.
Man you human and your silly sicknesses, have some slit eyes and golden blood so you stop being puny little sickbags!->Glykins are created.
Wyverntouched are litterally the product of poison dragons that thought "Man, those humans are kinda cute!" and bedded them. (Though I guess that could happen in Korvara too).
Nagas were created by snakeman in Argentyle, in a strange rape ritual.

This goes for almost every race in the game. Its not simple Religion and believe and people trying to explain shit. Its a fact. And these facts happened in Sigroganas great six. Your example of people trying to explain it differently would only occur if people from Sigrogana came there. They would NOT be born there.
Unless something fundamentally is rectonned from the Lore or it turns out Sigrogana and the Gods were full of shit all this time? It makes no logical sense for most of these races to be there.

There are a couple that make sense though, elves, Liches, Humans of course. Homunculi and a couple more.

So no your argumentation seems based around "They just think its something else", but the lore has it very clearly established that they CAN NOT come from somewehre else as its NOT religion. Literal children blessed by gods that then spread over Sigrogana from there.

In a sense even magic could work differently there, Mercala is based her power in the faith in HER specifically.(Egocentric Loli bitch that she is! Sue me Mavis!) So even if they live by the same rules, and they can somewhat harness that focus in the world, it would be fundamentally less powerful than the magic of Lispolians priests that work hand in hand wit her. So I am curious how exactly dev wants to go with that. He kinda wrote himself in a corner there, if he wants that all to be there as well.

though these are lore questions, and I suggest making a Topic about it yourself to get it expalined in more detail. This here is more about general rules that we want to abide by OOCly I think.