What if the dwarfs don't have gods, and believe in freeing themselves from their earthly bodies to become one with the inner light they strive for in meditation. (Possible include some form of reincarnation, the sins of life make the soul heavy, and thus the inner light pushes it away, back to the material plane, until the soul is freed from its sins and made weightless so the inner light cannot push it away.)

It would lend some variety to the setting if not all races worshiped gods. And you could still have the dwarves revere the ancestors who's souls have made it to the inner light.

(Inspiration Jainism)