You might want to read a scholarly introduction to the field (not a pop-sci one that is likely to be unreliable by definition) from recent years.
Where these practices often differed strongly from Christianity was that they were not totalizing, overarching, mandatory systems of belief. They were more about practices embedded in daily and civic life -- sacrifices, festivals, acts of veneration, etc. -- than about belief or internal mental state (“Whosoever believeth in him should not perish, but have everlasting life”). They were also generally quite willing to incorporate gods, heroes, and practices from other peoples encountered along the way.
IMHO, exclusive, universal, doctrinally policed religion developed partly through the interaction of monotheistic traditions with imperial states, which had strong reasons to standardize institutions and identities; although neither Rome nor the caliphates ever achieved simple religious homogeneity.
(And yeah, clearly there's a lot of commonality between many of the cultures derived from early Indo-European migration etc but also incredible diversity and very clear adaptations to wherever they ended up and who they ended up co-existing with)
Each descendant subregion of PIE of course imposed its own religious beliefs and local gods. There is no surprise there. The key thread of derivative localized polytheism, often rooted in the same nature-based phenomenon, however persisted across the regions.
Refer to the sibling comment by drivers99. Sky god is not a vague lexeme; it is a critical rooting evidence. You're fooling no one by attempting to cover it up. A shallow dismissal of valid evidence is an attribute of a conman.
No one has any problem with reconstructing some branch-level stuff like Italic or Indo-Iranian. But projecting it back to even Nuclear/Core Indo-European, let alone Proto-Indo-European, is too fraught with problems.