I'll try to give a care here.
I'd point out that the Caldari are very inconsistent on what they don't like. To me, this points to the Caldari as a culture that isn't xenophobic in the sense that we might call it, but rather has adopted a sort of willful xenophobia. What the Caldari appear to hate is being forced to adopt anything that they, collectively, dislike. So, for example, the Caldari loved the corporate idea, loved the idea of space flight, etc etc, but when the Gallente tried to pressure the Caldari into adopting other (possibly beneficial) ideas, the Caldari went nuts. Think of Caldari culture as a sort of water that may dissolve things into it, but turns to ice if something is imposed from without.
This would explain how the Caldari could enjoy Achuran traditions or allow Achuran and Intaki religions within the State: they aren't perceived as outside "impositions". In this sense, then, Caldari xenophobia would be largely a function of perceived coercion - i.e., the more you try to make me do something, the less I'm going to do it. So, when Suvee sets down on Saisio, the reaction might well have been not "obviously these people are inferior to our great Caldari culture", but simply "what can we get out of this?".
As such, to a certain extent, it might be quite possible for you to practice any religion you want in the State, so long as you do not actually try to proselytize.
I only use this idea as a different point of view, and probably not in line with PF, and certainly won't be in line with future PF, where I expect to see the Caldari herding Achurans into death camps.
And, derp, just read Jenneth's post. I suppose this was basically a pointless post. :-P