As for Augustus' attitude to religion: he is recorded to have been scared of thunder and lightning, against which he always carried a piece of seal-skin as an amulet, and to have taken refuge in an underground vault whenever a heavy storm threatened -- because, as I have already mentioned, he had once narrowly escaped being struck on a night march which frightened him badly.
I'm not going to comment on Augustus's fear of lightning and thunder -- or even on the curious notion that such a phobia can adequately sum up any person's attitude toward religion -- but I do wonder about the superstition of protecting yourself from stormy weather with a piece of seal skin. I have never heard of this belief, but I suppose there's really not much difference between that and carrying around a rabbit's foot for good luck.
Who knows? The Romans may have been right about seal skin. If so, then there are a lot of Canadians who should fear no thunder.
Or cold weather.