The thing is, I don't think most imms like to form new personas - they're sheltered in their pre-conceived and created characters.
I agree with you in that most of the time I don't like molding myself to a religion - I like creating uniqueness. If an imm interacts with me as a 'voice in the darkness' or anything of that sort, it's that much cooler than say, if Lyristeon pops up and gives me gold. But it is rather difficult.
It's like trying to be empowered by a non-adhering religion. Also, given imm responsibilities, being too open-ended does have its drawbacks. In fact, I think there are a precious few imms that 'leap' outside their boundaries and have authentic creative juices.
Once again, reiterating my experience, I played Sebath - 100-120 charge whip Scion whooping ass all over the place. Raid, retrieve, etc...just did the whole nine yards. Had a decent role, but didn't fit with any religion. No imm love whatsoever - in fact, the only real comment was from Daev 'Kick his ass, Sebath!'
I'm not trying to say that the imms were or weren't neglecting your character. But trying to play with any expectations from imms leads down a dangerous path.