http://wowpedia.org/Cult_of_Forgotten_Shadow

The thing is, Black Mages aren't usually considered Priests per se in most FF games, but yet in this game there are many similarities I have found between them and the Forsaken Shadow Priest cult from World of Warcraft:
-Both are considered heretical depending on who you ask
-Both are implied to have chosen to turn away from the light and head into darkness, yet preach balance to avoid the risk of becoming evil
-Both seem to preach a self oriented ideal, that you can change the world by using your own willpower rather than by divine approval
-Both reportedly work as funeral directors within society
-Both are often considered "outcasts"
Etc.

It isn't exactly clear to what extent Thaumaturges (and by extension player character BLMs) "worship" Naldthal, but going by the storyline and the prophecy it seems like the guild is a religious cult much like Conjurers, in contrast with the Arcanists who are more "sciency" with their magic.