[cyberax]

China did not have a unified religion, or even a unified pantheon.

Each region had its own sets of gods and traditions. Even the somewhat unified Confucianism is more of a philosophical teaching, and it works just fine alongside the traditional Chinese religions. People understood this and generally were content to leave each over in peace over the religion.

Compare this to Europe and Middle East where people (still!) wage actual holy wars over doctrinal matters.

GRRM's world is closer to China than to Europe in this regard.