Firstly, they require gold to maintain not piety but the Empire can take the economic hit. However there are slight caveats to the Guard. Unlike normal vassals, they do not have an opinion penalty when kept up after a certain time and unlike holy orders, the Varangian Guard can engage rebels of the same religion and would usually defeat the rebels. However, as they are vassals of the Emperor, they can only be called up by the emperor, and can be integrated to the personal levy of the Emperor without any problem whatsoever. The Varangian Guard is not a holy order, thus do not require piety to maintain them but gold.
The Varangians are of Norse origin with many of them coming from Scandinavia, those who have nothing to inherit in their homes usually found employment with the Guard and were able to find glory and pay by serving with the Emperor. The Varangian Guard are the bodyguards of the Byzantine Emperor, existing in all of the game's timeline except in 867 AD, where they need to be created.
