A major confusing aspect to life in Heian era Japan is that of religion. One cannot simply ask, which religious group did Heian Kyo aristocrats follow? The answer would be every religion that they had been exposed to.
The traditional religion of Japan is Shinto, which roughly translates to the way of the Gods. However, Shinto did not have a name until the introduction of Buddhism to Japan via Chinese ambassadors, back when they were still welcomed, and Buddha was initially viewed as an additional deity to be worshipped.
As a result of this philosophical mishmash, Heian aristocrats stayed in Buddhist monasteries for weeks on end, but followed Shinto rituals of purity. A certain Buddhist melancholy is pervasive in the art and literature of the period, but pagan Shinto celebrations of agriculture were happily continued.
It’s true that both can be applied to different aspects of life, and still are in Japan today. However, now there is even more religious confusion. A wedding in modern Japan will typically involve Shinto traditions, but a funeral will be Buddhist. Confucian thought governs social roles.
Christmas is celebrated in a commercial sense, with gigantic Christmas trees on display in large cities. The Japanese have less concept of “belonging” to a religion, but rather follow traditions or concepts from multiple faiths without anxiety over the inherent contradictions or any discernible cognitive dissonance. Or do they?