If their planet was stable, in an extremely circular orbit and no noticeable tilt to their planet's axis, maybe other factors may step forward as central.
For instance, on a planet that was 100% covered by water (and there is some evidence such planets may not be all that rare), which was just barely within the extreme limit of the HZ, underwater volcanoes and volcanic vents, with their life giving warmth, may take center stage - the cool and distant light in the world beyond the water's edge a different deity (though since it is bright, and those that would swim to the surface would note its warmth, though cool compared to the vents, maybe it would still have some large role in their theology - the distant rising and falling volcanic god of the afterlife...).
Or for a planet where water was scarce (Dune anyone?), water may become the central deity of Good, and the sun the deity of evil. That is until they become a technological society - but even then, the gods may linger as analogies in new religions.
Or for sentient creatures that were nocturnal - the sun would have quite a different meaning to them than to us. They may even fear the light.
And so, what of a society on a moon circling a large gas giant which itself circles a trinary star system? Would the gas giant become the primary god, and the three light gods secondary? Or would they all share equal footing? Though a few other things to keep in mind is that for a habitable moon that is in phase lock with its parent gas giant, the night side would always face the gas giant, and the day side always face the star. What manner of mythologies could be told from such a stage?