This region's unique feature was that local tribes were not converted until Late High or even Late Middle Ages. This is not just about religion but about the logic of later events:
• The Northern Crusades which led to Teutonic and Livonian order creation, happened due to paganism in the Baltics
• German cities in Eastern Baltics, were created and closely connected to Northern Crusades
• Swedish-Novgorodian and Teutonic-Novgorodian conflicts were often centered around this non-christian region they tried to dominate
Currently, the tribes just convert to Christianity after ≈ 100 years, especially at later start dates, which diminishes uniqueness of the region and potentially makes future scenarios like Northern Crusades unrealistic.
Not to mention that far northern Sami provinces becoming Orthodox/Catholic at the time of the First Crusades kinda breaks Immersion
The conversion should be a mechanic that is more difficult and potentially takes more time. I hope that the new DLC will make a step towards that direction