I love the HBO series - what is does best, is portray a completely pre-Christian world, with a completely pre-Christian mindset. It is a scary and mysterious place, and it makes me really glad to have been born in 20th century America.
It's funny that you mention this, that's the impression I get as well - and it makes me Thank the Lord for the rise of Christianity. I shudder when I think what the modern world would be like without the teachings of Christ.