This is relevant to my interests, and I agree that having the gods act more as gods is something I'd like to see happen.

I vaguely recall seeing somewhere that there's always been the possibility that if a god likes you, you may get more bang for your buck— or, conversely, if they dislike you, they might not give you things at all. I think expanding on that has potential; maybe they won't give you something because they're feeling fickle, and you have to pay lots and lots of attention to them to get what you want from them. Maybe they're in a bad mood and they don't want to give you X, but they'll give you Y and Z, which may accomplish the same thing as X, but ultimately are harder to work with. Maybe you ask them for something their aid with a situation, but when they give it, it isn't immediately obvious that it is help. Because, in the end, it's still the act of a god; powerful— perhaps more so than you wanted.

The shrined gods are, of course, here to help Thusians, but that doesn't mean they have to be delegated to the role of magically-endowed merchants.