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Kluex is the god worshipped in the (only organized) Avian religion, Kluexism. Avians believe that they were stripped of their wings as punishment for entering the mortal world and that they will only regain their wings in the afterlife, the Aether, if they achieve absolution through worship. This worship includes prayer, performing ritual sacrifices of defeated adversaries, and committing ritual suicide (in the belief that it grants instant absolution).
Players may find Avian temples scattered across the universe. Most Avian NPCs appear to be Kluexist, but some are not. These Avians are collectively referred to as the Grounded, and they have renounced Kluexism on the basis that Kluex is nonexistent.
The lore entry The Gift implies that Kluex is the godlike entity otherwise known as the Cultivator, or at least that ancient Avian priests mistook the Cultivator for Kluex. There's also a possibility that the Cultivator may have been the inspiration for Kluex as well, but that would just be conjecture.