The question was, if Tolkien was a Christian and, in Middle Earth, Iluvatar represents Jehovah, why do the characters in The Lord of the Rings never talk about Iluvatar? Why is there no religion?
And my answer is this:
There is some mention of religion, but it's very low-key. The "High Hallow" where Aragorn finds the white tree is a place where the kings go to do whatever rites they have to Iluvatar. There was a similar thing on Numenor, on top of the highest mountain. And the Elves worship through their song and arts, rejoicing under the stars and all that. Tolkien being a Catholic, there is a strong sense of worshiping the Creator through intermediaries, i.e., Elbereth, Lady of Stars (Mary, Queen of Heaven), etc. Also, the Elves are more closely connected with the Valar and the Earth, whereas Men have this strange destiny which the Elves don't understand, which includes mortality, but they are also apparently more directly connected with Iluvatar himself than the Elves are (foreshadowing the Incarnation in ages to come). In the background works of mythology which underlie The Lord of the Rings, it is explicitly stated that Elves are forever bound to "the circles of the world" whereas Men, when they die, depart "the Elves know not whence" and it is only after all things are made new that Elves and Men will finally be reunited.
As it's set in a pre-historic age of this Earth, the concept, I think, is sort of like in the Patriarchal ages before Moses, when religion, magic, and kingship weren't separated but all one thing. So in a sense, Gandalf is a priest and a prophet. Like Noah or Abraham. The patriarch is priest, prophet, and king. This is the early state of mankind, not only in the Bible, but in other societies as well. See James Fraser's The Golden Bough, for instance.
And there is the much more obvious, but dark, religion of those who worship Morgoth and Sauron, representing the cruel, ignorant, and bloody side of paganism.
Also, I think the very reverent Catholic sense of the Holiness of God and our separation from him pervades it. Contrast to the Protestant concept found in Narnia: Aslan is right there in person. But he is still there, in Middle Earth, in more subtle ways. Like when Gandalf says "Behind that there was something else at work, beyond any design of the Ring-maker. I can put it no plainer than by saying that Bilbo was meant to find the Ring, and not by its maker. In which case you also were meant to have it. And that may be an encouraging thought." That means Iluvatar. And it is, of course, Iluvatar, who arranges for Gollum to be there to complete the quest when Frodo can't. But it only works if they obey His will--and show mercy.
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