If you're a Klingon warrior, and believe in Sto Vo Kor, then presumably you'll listen to the authorities about what it takes to be granted entrance to Sto Vo Kor. Who but the Council would be the leading authority on the afterlife?
Let me put it this way: not everyone who practices a faith agrees with every aspect of said faith. If Worf really believed he was condemned to an existence without honor, it's hard to believe he would have risked Gowron's ire because he believed he was right, regardless of Gowron's perceived authority.
I'm Methodist and attend church regularly. That doesn't mean I'm going to do everything my minister tells me to do, nor does it mean that he holds the key to my getting into Heaven. I have my own sense of what's right and wrong that means more to me than the words of a religious authority.