Most paladins and clerics will have proficiency in Religion specifically to compensate for this. As a DM, I also like to give clerics and paladins advantage on rolls having to do with their specific religions or gods as well.

That being said, there's a difference between being in tune with your God versus memorizing lists of rules and historical facts related to your religion and other religions. Like, I'm an atheist, but I've read a lot about religions, yet there are lifelong Catholics I know that don't know Catholicism is a type of Christianity. They believe it to be a completely separate religion. There's also a lot of interesting stories in the Bible that I've referenced, but they've never heard of in spite of many Christians considering the Bible to be the backbone of their religious beliefs.

Not that that translates directly to a D&D cleric or paladin, but it goes to show that being a part of a religion isn't inherently linked to knowing stuff about it.