You sort of do have one, or rather, several. The Glorantha boxed set is Groliers. Cults of Prax and Cults of Terror are Encarta, and KoS is Encyclopedia Britannica, and ... They may be a bit narrow-minded and culture-biased, but you cannot believe that Groliers isn't as well.
Encyclopedias from the same country in the same year on Earth won't agree on everything, so why should a bag of less sophisticated/advanced cultures with almost zero communications technology be expected to agree at all?
Anyway, if you were to play in the setting of Homeric Greece, why would you need to know if the Chinese believed in X, or that germs existed, or ...? Likewise who gives a XO_at_#! about Zeus if you're playing in the Inca Empire? It's just not relevant to the people in the culture.
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