As far as what i could gather from material i've read for sigmar and his cult. It's not really so much about intolerance as it is fighting evil wherever you find it. It's a warrior religion really one that values justice and honor. It wouldn't really be intolerant, Sigmarites often worship other gods and allow people to worship other gods ( provide they are not gods of chaos) As far as prayer goes, this is more than likely similar to Catholic/ Lutheran prayer. Some formal some informal, praying for strength and guidance. Interestingly enough you don't need to be at a shrine of sigmar to pray ( as is the case in some religions) We can see and read about prayers being said at several points in some of the video games and novels. It would appear to me that even though shrines are not required it may be encouraged to use a shrine. As far as civil issues go, sigmar has no dislike of homosexuals , females, different races and creeds ect. It is implied that there is a large amount of respect and authority given to the cult of sigmar's higher ups ( as implied by the story of luthor huss) but that is unlikely important to sigmar himself.
You can infer a lot about the sigmarite faith really, the specifics may remain a bit of mystery a but i think all around you could work with it if you tried. Quite frankly i am curious to try something along these lines as an experiment, i want to see if this changes my daily life at all.
