Thanks for the report! In this case, the flail not glowing with Righteous Fury is by design. I can’t speak to the full details, but it was decision guided by Games Workshop.
Still glad this is resolved, I wish GW was more transparent explaining some of these things. I remember playing Mordheim and equipping dual flails on my warrior priest, but in this game GW insists priests can’t use flail without shields. They seem inconsistent.