Point 1:
Going out of your way to find weapons to test in order to sacrifice is about as entertaining as banging your head against the wall. If you do that kind of stuff, well, you're welcome to your fun or lack thereof. And this is only actually worth it (leaving the mind numbing tedium aside for a moment) if the sacrifice nets a lot of piety, I'm not going to trek all the way to whatever vault just because there might be 2-3 monsters worth of piety disguised as an item.
Point 2:
Why? Because it would be extinguishing a source of fire. It's not that he could want them, it's that he could want them *destroyed*
Point 3:
You all went "Zomg sacrificing weapons ohnoes that's so stupid" where I wasn't thinking particularly about weapons... there are a lot of fire items beyond weapons. But hey, alright, before you tell me that'd be exactly as stupid just multiplied by the number of item categories it would apply to, I'll just shut my trap... not. Wands, elemental evokers, rings of fire, tomes with fire spells, fire magic manuals (if such a thing ever gets generated)
Point 4:
If you can't stop giving in to the urge of using every single scummy/tedious mechanic and MUST by all means go and retrieve a single sacrifice from the furthest square in some god-forsaken rune-bearing branch end, or else you get a fit and start flipping tables crying NOOO! MY GAMEPLAY IS NOT OPTIMAL ANYMORE!! YAAARRRGH!!!, then I can understand how you foresee such player behavior with so much certainty...
Edit: I'm not even THAT partial to the suggestion I made, I just thought it'd feel cool and in character, also giving an use to the forbidden items. I didn't think you'd take it as a grievous sin, but of course, nobody expects the SPANISH INQUISITION!