Perhaps you've missed the point of the books. The story isn't about redemption, its about being irrecoverably damaged. Its survival, not triumph. Triumph is possibly an option for the next generation.
What form do you suppose God takes for North Koreans who have known nothing but the Kims from infancy? And that regime has only been in place for 60 years.
I think the stark absence of a practiced religion is a strong statement completely in keeping with the underlying tone and hopelessness of the story. Totalitarian regimes aren't big on competition.
Perhaps I have.
Though I believe I said that people wouldn’t forget the concept of divinity, not wish for the old days in the country church. Practiced religion could believably be absent. Katniss is able, though never excited, to both perform and witness violence. It’s only once the final violent act happens that she “snaps” into despondency. There was never a need for redemption because Katniss was not the sinner. But the final violent event does leave room for hope—for something to survive for.
What’s the point of survival if there’s nothing on the horizon, nothing over the hill, nothing to live for? That thing begins as her family, becomes the cause, then ends as nothing. Perhaps the epilogue encourages us to believe it’s her family once again. But the nothingness is unsatisfactory.
I doubt all North Koreans are ignorant of God, and most (going only from a single documentary I watched, so I’m an expert) are told that the Kims are divine. I’d guess that some of the people in their work camps are there for saying that the Kims aren’t gods. Or that another god exists.
The Capitol never tried to be anybody’s god, just the boot on their necks.