Since no lying means no imagination, most of the consumer products in the film are boring and unimaginative. The computers, monitors/televisions, stereo equipment... even the office decor. Humanity invented these things out of necessity, without any flair. It's more subtle than the advertisements in the film, which are more prominent in their mundaneness, but it goes along the same concept.
As to why there isn't any religion. Go to your nearest bible and read about what Jesus said. Most if not all of his lessons are stories about hypothetical situations, metaphors, or other fiction. Religion is told through stories and since no one can even think about falsehood spreading the word becomes rather hard.
Also, religion can't be proven either way. Since no one lies, saying something you don't objectively know to be right must be very hard.
Since everyone is gullible that they'll believe anything anyone told them, despite all evidence to the contrary, schizophrenia must be contagious. The crazy person says something crazy, everyone believes it, they repeat it, and so on.
One that's been asked to death but let's ask it again here: In a world where everyone is brutally honest all the time, why hasn't the human race wiped itself out?
Maybe because, for all their jerkassery, even without the protagonist's lies to keep them in line people aren't that bad.
You could argue that for some things at least, it would improve the world-no CE Os defrauding millions, for instance, crimes solved by simply asking suspects if they did it (as is seen in the movie), etc.