Perhaps this would make sense if approaches to the question of god were vastly different or irreconcilable. For instance, which traditions, beginning with the notion of god as the summum bonum, proceed to lay out a path of spiritual progress outside the notion of the living entity being in a state of dependence in a role of service to god?
Of course, generally, all traditional theisms agree that the living entity is in a state of dependence in a role of service to God.
But for the outsider/newcomer, at least when living in a multicultural, multireligious setting, there are some what appear to be unbridgable problems:
1. Which religion to join? Which religion is the right one?
The various theisms may essentially suggest the same things, but that doesn't really make the choice among them any easier.
2. How to deal with the negativity from theists / members? Esp. given that they are the ones one has to rely on for one's knowledge of God.
Natural theology / henology may be neat enough in theory, but they aren't suitable as a basis for action.
Unless, of course, one would assign a high enough value to one's conjectures about how the theoretical principles of natural theology / henology are to be carried out into practice (this could also include an ecclectic approach).
For example, by inventing one's own gratitude prayer before taking a meal, or inventing one's own prayer before going to bed.
The upside of such an approach is that it provides room for true genuineness on the part of the practitioner, as such a practitioner could really mean what they say, with minimum ritual and automatism.
But the question is, whether God would accept that. And of course, organized religion certainly looks down on invention and ecclecticism.
A further problem is that such a practice is very individualistic and potentially alienating, and it is reasonable to question how long such a practitioner could maintain such a practice before it would become absurd to themselves as well.