They will though be able to put up a fight against the major religions if they have managed to survive to Europa Universalis IV. They are not as well-fleshed out as the original religions in Europa Universalis IV with their own events, their own mechanics and such. The converter also treats rulers differently based on their religion.
The religions do have variance between them with having different modifiers, icons and such. Are the imported religions cookie-cutter, or do they have variance? Zoroastrian versus reformed Norse, for example. You mentioned that reformed pagan religions from The Old Gods will transfer over to EU4, while unreformed will just be lumped in with the generic Animist/Shamanist. The names of their ideas are: The Jomsvikings Code, Legend of Jomsborg, For Glory of the Allfather, In the Name of Thor, Adopt Feudal System, and Implement the Högting. So if we take the Jomsvikings for an example, their ideas are very much centered on the honor of being part of the brotherhood and how they are the best of the best soldiers the North can give.
Now, the Jomsvikings and the Roman Empire did not survive to 1444, so we had to get a bit creative when making them. The ideas are tied into the nations history mostly.