The reason is that if everyone around you is a polytheist, odds are you'll be willing to honour strange foreign gods when you're abroad; after all, what's the harm?Actually I assume that the protagonists take their religion dead seriously. However there are very few religions that demand exclusive worship, and they are pretty much all monotheist. Thus a devout follower of the Norse gods, or the Greco-Roman gods, or the Celtic gods, or the Russian gods, wouldn't see anything wrong about offering a sacrifice to someone else's gods.
Let's talk monotheists now, there's a reason that the Jews were considered bizarre, but they were protected by how ancient their customs were. Christians on the other hand were a new religion, and they refused to honour the Emperor and the Imperial gods! Both refused to do what everyone else, regardless of culture or creed would do.
Part I of my article series deals with this precise subject. Part II is also relevant, but not directly so.
What I go on about there is the tendency to see Pagan religions as Christianity with more gods, and I think that's offensive to both Christianity and paganism. It's also somewhat misplaced when it comes to pre-Christian religions.
Same thing applies to bizarre customs; they might not seem bizarre to the villages around them, so no one might think to warn a stranger.This is true, but I've seen very few examples of that sort of thing in genuine travel accounts. The ancient world, and the medieval world, was actually fairly close knit. As you begin to travel to a place you begin hearing rumours about it, you begin seeing how customs slowly change, and if you're at all clever you pay attention.
Obviously inattentive travellers, or travellers who have gotten lost in a storm, or fallen out of a castle in the sky, maybe have some serious difficulties. The same goes for people travelling into the boonies; not only won't the locals think to warn them, but there aren't any other travellers to fill them in.