Becoming an initiate of a cult is not a casual thing. Want to offer sacrifices to a god and hope to keep them friendly, but want that to be the extent of your ties? That’s easy, just become a lay member.
An initiate is much deeper. You know the secret mysteries of the cult. You’ve experienced things that no non-member has. You are in and in deep. You have opened yourself up to the divine presence and can even wield the power of that god. You can cast Rune magic, which is the manifestation of the god in the material world. We are way way way past mere faith.
This also means that leaving the cult, trying to abandon it, is a betrayal of the first order. You are opened to the god and if you try to abandon that connection, you are opened to the Spirits of Reprisal. Heck, you’ve probably experienced them and became aware of their presence when you joined the cult, and likely swore oaths upon them when you initiated.
You know this when you go in – so if you are going to try and leave the cult, you know perfectly well what’s coming.
Why do the Lunar cults normally have no spirits of reprisal? It’s an interesting question. It could be a result of being creatures of Time. It could mean that the initiation rites into the Seven Mothers and other Lunar cults are substantively different in some way from cults such as Yelm, Orlanth, Lodril, etc.
All we know for certain is that few Lunar cults have Spirits of Retribution. The cults larger rely on mundane means for punishing those who abscond with cult secrets.
Note that there are some significant exceptions such as Hon-eel and Etyries.
What that all “means” depends on what are trying to understand.
It could also mean that in some ways the Seven Mothers and the Red Goddess are less than meets the eye. Or maybe it means that during the early stages of the development of the Lunar Religion, the cults were less defined and developed and could not establish a comparable channel that existing cults had. It is worth noting that many later Lunar cults (e.g., Eyries, Hon-eel, Hwarin Dalthippa) DO have Spirits of Reprisal.
Can you shift between friendly or associated cults, however different? Could an Orlanth Adventurous worshipper move to Chalana Arroy without being hunted by spirits of reprisal? No. You can join Chalana Arroy, but you can’t just leave Orlanth Adventurous.
Could you become a dual initiate? Well it depends. Orlanth demands honor. He has certain cult ritual requirements – and his initiates can be compelled to take certain violent roles subject to ritual contexts. So personally, I think it is asking for trouble for an Orlanth Adventurous initiate to also initiate to Chalana Arroy. Those oaths often are in conflict.