In my opinion, and I'll reread the op in case my mind is changed. The Path of Daggers audio book is on so I don't want to read anything too deep.
Anyway my take...
Books 1-3 he was exploring a new fun whimsical world where "the wheel weaves" and doesn't explain much. He tells in the prologue what he does, and we see who broke the world and also saw the dark one have some kind of a role. Then we see these characters again in Rand and the same dark one using his previous name. Nothing too deep there, and sets up the world.
From there he seems to explore a mostly modern magical world (medieval-punk?) And then what happens when that world is broken and some magical parts lost, and are relearned. He also has more of the world and people of the world than something like LOTR has - or that we read about there.
He has some aspects that we could consider as religion, however it also seems pretty passive if not predestination elect vs any free will. Sure the big bad evil seems to be motivated and have free will, but also it seems "the wheel weaves" and the baddies plans are foiled. There doesn't seem to be the active God figure(s) like in Tolkien for instance.
I've gone through a pretty extensive Bible class. I don't claim to be an expert on it, I know more than some, can't really quote verse... but anyway I just don't see any deep parallels to at least Christianity. Also worth mentioning in the books, so far, there aren't references to cathedrals or temples.
So to me, it's more about the world and the story than any deep found religion, other than "death is lighter than a feather, duty heavier than a mountain." That's about it.
Again in my opinion.