There's not a lot left to add to this discussion except this quote from Tolkien's Letter 142:
Quote:
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The Lord of the Rings is of course a fundamentally religious and Catholic work; unconsciously so at first, but consciously in the revision. That is why I have not put in, or have cut out, practically all references to anything like 'religion', to cults or practices, in the imaginary world. For the religious element is absorbed into the story and the symbolism. -Letters, pg. 172
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Tolkien poured his being into his work and in order to understand it more fully, we must first understand who he was as a Catholic Englishman who had a fierce love for languages, myths, and symbolism. That last part he put in there about religion being absorbed into the story is the clearest understanding of why religion was hardly dealt with explicitly.
And here I must recommend an excellent book that delves into that very absorption.
The Philosophy of Tolkien by Peter Kreeft. Go ahead and check out the table of contents; you can learn something even from that. Not only does it hash out how Tolkien's worldview is absorbed into his world, but it helps the reader understand why we've loved Middle Earth so much. And it's a fine introduction to philosophy in general for those of us who are lost when it comes to words like metaphysics and epistemology.