I read them all too, so long ago that my memory could play tricks on me. IIRC, fremen religion was imbedded within the tribal code of honor. The BG implanted the prophecy of a saviour/messiah in the fremen religion many generations prior (Jessica sees it when she acquires the memories of the past priestess). Once the fremen accepted Paul as their leader they followed his orders blindly because it is the fremen way.
The jihad was mentioned briefly, I remember a veteran fremen telling how he became disillusioned with it and Paul after swimming in the sea of a conquered planet after many battles far from home.