They worship Bast, don't they?
Yes, and some of them can be quite purr-itanical about it.
This is a very interesting question. I don't think cats need a religion. Man needs religion because of Original Sin and through religion, man becomes justified through faith and saved through Jesus Christ. But animals have never fallen from the grace of God through sin, and therefore are not in need of redemption as is man.
yes, cleaning them selves!
no, they are smarter than that.
Yes they do. The cats themselves KNOW they are God(dess)! They EXPECT us to worship them, and make offerings (of chicken, fish, and the like). They expect us, Their humble acolytes, to keep their litter boxes clean and to open doors for them! Their job is to teach us of our duty to follow this religion and worship THEM!