The motions of the sun, the moon, and the stars are evidence of the efforts of the pantheon to establish an orderly universe, and to diminish chaos. Likewise; meteors, eclipses, and comets are disruptions in the cosmic order caused by the forces of chaos on the edges nibbling on the world.
In addition to the low impact implications of this (church astrologers!), there are high impact implications as well. While the eurasian nomad hordes under Attila threatened the eastern and western capitals of the Holy Empire (Byzantium and Parais) in 2351 YE under a tyrant star, the clerics of the Empire lost the ability to call down lesser miracles (/spells) for the duration.
Don’t even get me started about the Blood Moon. I mean, we have stats for vampires because vampires happen.