Statue of Indus Priest or King. Source: (pinterest.com)
One of the items found in Mohenjo-Daro in 1927 was a carved image that appears to be a priest or king made from steatite about 17.5 cm high, even though it is believed that they had no king or priest. Because there were no temples or palaces built, it appears that they did not belong to any particular religion or system of government. Because there were no signs of government or kingship, it appears these people were completely self-governed. From the evidence, it seems they did a pretty good job of it until towards the end of their distinction when apparently something violent happened.
The only hint of any type of worship or loyalty is that they appeared to have a fondness for various types of animals as a lot of the artifacts contain depictions of them. Among the artifacts found were all types of sculptures like pottery, jewelry, and seals.