So a lot of Space Marines have sacred reverence for their Primarch and the Emperor- which is much like the concept of Buddhism, where it's less a religion and more of a philosophy that they meditate and reflect on, and try to emulate. To be fair, you could say their adherence to this is everything short of being an actual religion on a technicality, because they don't say "Yeah the Emperor is a God".
Space Marines don't outright discourage the worship of the Emperor, because they understand that it's the one thing holding the Imperium together- even thousands of years of outright civil war can end once the faith calls upon two civilizations to do something about those goddamned heretics drawing dicks on the aquila.
Regular humans, for the most part, see the Astartes as divine beings- closer to the Emperor as a being than the average person, and therefore interpret their behavior as just a variation of the faith at a different level.
Plus, the last Ecclesiarch to push it and try and fuck with Astartes about faith had a legion of power-armored bitches with bolters fanatically defending him before he got stupid- and that's probably not going to happen again.