I know plenty of people who are highly intelligent and also not especially philosophical or nerdy. Usually that means they have an interest in another direction.
I'm drawing on my own interpretation of canonical sources. In general, it is known that Hermetic magi look down on non-Hermetic sources of power, including holy powers. My leap from that is that, generally, Hermetic magi make the study of Hermetic magic their life's work, and the majority wouldn't delve into deep analysis of the Divine Realm (in part, of course, because they don't have very good tools for such research).
Furthermore, the Order is secular in character. I emphasize "the Order as a whole" in my statement; individual magi have interests that are all over the place, but not all are going to be particularly interested in the Divine. This is particularly true as the Order has grown more conservative and more focused on Hermetic magic, and more hostile to foreign magic (look at how Durenmar treats hedge magic and hedge magicians - and note that Holy Magi are considered hedge wizards because they can't use magic to sin).
I'll note that magi are very interested indeed in the Magic Realm. That doesn't imply an interest in the Divine for its own sake, it implies an interest in something that affects their powers (e.g. the Limit of the Divine).
Actually, I appear to have drawn that from a discussion on this forum: why is hermetic magic not.. well hermetic? - #7 by BlackLiger
The point made is, however, correct. Hermetic magic is drawn from the self and the Gift, not from external powers (that's Theurgy). It's also an expressly secular art (HoH:TL 39).
Again, I'm not saying that individual magi are not interested in the Divine (as you noted, magi are intelligent and inquisitive people and are curious about lots of different things), but that the Order as a whole is not concerned with it. Also (ArM5 188) some magi scorn the Divine simply because it's a huge pain in the tail.
Monistic mysticism (TC 23) has some stuff on integrating the Realm Lores, though it's Warping-focused rather than Mystery-focused. As for the Infernal, look into Chthonic Magic (RoP:I 123); while the effects are somewhat ridiculous, the tamer part of the Virtue makes a lot of sense for a Holy Magus who does a lot of demon-fighting.