alt Hacker NewsReconstructing a PIE religion (as opposed to a few rather vague lexemes like "sky god") is regarded as less tenable today than in the past. The well-described features of Indo-Iranian religion are largely innovations and not found among speakers of IE branches that split off before. Some of Greek and Roman religion is actually the result of areal contact, not inheritance from earlier IE times.
You might want to read a scholarly introduction to the field (not a pop-sci one that is likely to be unreliable by definition) from recent years.
Replies
Maybe tangential (and I agree with you), but “religion” is also a misleading word for many of the practices that Christianity later grouped together as “paganism.”
Where these practices often differed strongly from Christianity was that they were not totalizing, overarching, mandatory systems of belief. They were more about practices embedded in daily and civic life -- sacrifices, festivals, acts of veneration, etc. -- than about belief or internal mental state (“Whosoever believeth in him should not perish, but have everlasting life”). They were also generally quite willing to incorporate gods, heroes, and practices from other peoples encountered along the way.
IMHO, exclusive, universal, doctrinally policed religion developed partly through the interaction of monotheistic traditions with imperial states, which had strong reasons to standardize institutions and identities; although neither Rome nor the caliphates ever achieved simple religious homogeneity.
(And yeah, clearly there's a lot of commonality between many of the cultures derived from early Indo-European migration etc but also incredible diversity and very clear adaptations to wherever they ended up and who they ended up co-existing with)
The "PIE religion" is the name scholars give to the religious pool that is partially reconstructed from the overlapping evidence (poetry+rituals+myth+gods+vocabulary) of its descendants.
Each descendant subregion of PIE of course imposed its own religious beliefs and local gods. There is no surprise there. The key thread of derivative localized polytheism, often rooted in the same nature-based phenomenon, however persisted across the regions.
Refer to the sibling comment by drivers99. Sky god is not a vague lexeme; it is a critical rooting evidence. You're fooling no one by attempting to cover it up. A shallow dismissal of valid evidence is an attribute of a conman.