Well, technically the Nameless One CAN worship a deity. *cough*Lady of Pain,*cough* though he doesn't exactly get clerical powers from it.Interesting points about the TTO - I wonder why you can't become a cleric in game tho?
Something to do with the story? Or (more likely) a practical reason when the game was being developed?
Why can't the Nameless One be a cleric? From a roleplaying perspective, the Nameless One has a variable alignment and can span all nine alignments (one of the strong points of Torment, in my opinion) which makes worshipping specific deities difficult. For example, if the Nameless One worshipped a good god, but turned evil after doing the Grimore of Pestilential Thought Quests, then he can't really be a cleric anymore.
The Nameless One also has a variable belief, since he can join different factions (another strong point of Torment), he can't exactly devote himself to one belief (like Fall-from-Grace). The whole theme of Torment is that belief can change the nature of a man, to devote himself to one faith as a cleric would defeat that purpose.
Furthermore, the fact that the Nameless One switches between classes by talking and training with NPCs and PCs of that class makes the cleric class very difficult to implement in the game.
For example, Lady Thorncombe can teach you how to cast spells like Mebbeth (if you got initial mage training with her) and Lenny can teach to how to use thieving skills like Annah (if you got initial thief training with her), since spell casting, fighting and thieving skills are pretty similiar among the classes. However, a priest of another faith cannot teach you how to believe in the god of your original cleric training.
Scenario into practice:
The Nameless One gets cleric training by becoming a priest of Aoskar (God of Portals) and later switches to the mage class, it makes no roleplaying sense for him go up to Keldor (Godsman Priest) or any other non-Aoskar priest and say:
"I wish to take up clerical studies again, would you pray to Aoskar with me?"
Besides the deep dark voice, I find no similarities between Darth Vader and the Nameless One. No comment on Terry Wogan.