I wouldn't say that, necessarily. We have a fair bit of lore on Azeyma, Nophica, and Nald'thal. It's just that the Far Easterners' worship of the kami is so far the largest religion regionally, with practitioners in Yanxia, Nagxia, the Ruby Sea, and Hingashi. Whereas in Eorzea, worship of the "Twelve" may be commonplace, but because the city-states rarely interacted until very recently, much less like each other, we find the ways Eorzeans worship the Twelve are disjointed or contradictory to how others in a different region would worship that deity. Which is likely why the few "organized" religions we see are coincidentally also the patron/matron guardians of the city-states themselves: Halone, Nald'thal, Rhalgr, Nophica, and to some extent Llymlaen.
