They probably did, but used different terms, I guess. The curses can be religuious, but since in my world christianity doesn't exist, refering to it in curses wouldn't make sense.
Like most invented worlds, that'll require more work, rather than less. You'll need to define an entirely new religious order, figure out what would be allowed and which strictly forbidden, then figure what would be most insulting (given that context), and THEN what would be allowed for people to say.
After that, you can't use ANY of it, instead you shove that research aside, use the word, but then put it into the proper context. Since you can't do that by revealing your extensive research in the matter (that's an 'info dump'), you instead capture in everyone's reactions to how it's use ("Shh", "You can't say that, sweetheart", "Are you crazy? We'll be stoned if anyone heard you!").
On the other hand, generic curses like "The King's Toe!" or "Devil's horn" allow you to curse, as you might, but without signalling anything at all, though they lack the impact of saying what the character really wants to.