That's a little complicated because these were maidens for Artemis. So yeah, they believed in holy art within buildings.

The Greek term karyatides literally means "maidens of Karyai", an ancient town on the Peloponnese. Karyai had a temple dedicated to the goddess Artemis in her aspect of Artemis Karyatis: "As Karyatis she rejoiced in the dances of the nut-tree village of Karyai, those Karyatides, who in their ecstatic round-dance carried on their heads baskets of live reeds, as if they were dancing plants"

https://en.wikipedia.org/wiki/Caryatid