Sure, I think there are all one "church", and probably follow the same basic tenets.
But going with the Catholic Church as a very vague example, I'm sure there is a massive local differences. Even in the Catholic Church, there are massive differences between say the Catholic practices of Latin America versus the practices of the Catholic Church of the Far East. And those are differences on just one planet. The differences over entire sectors could likely be pretty extensive.
On top of cultural and historical influences, there is the doctrinal differences between the various orders of priests. The Dominicans, the Jesuits, the Franciscans, the Hieronymites etc, all have nuanced but still significant differences in doctrinal interpretation.
Now, add to that political intrigue and status among the various Houses, and I think that would actually be a driving force a lot of the differences. ( "I'll be damned if we worship in the same way as the Task-Murkons, we Kadors have believed in (doctrinal point of contention) since the start of the Reclaiming").
Basically, I could see a massive number of differences in the Amarrian religion over the span of the Empire. It could actually be something like the Ecclesiarchy of 40k by political necessity. ("Look, so long as you believe in God, the Empress, do what we say, and pay your taxes, we dont really care that much").