THE WORLD MOURNS when many performers die (e.g., Audrey Hepburn, James Stewart), and some celebrities’ deaths bring them a strange, exalted status (James Dean, John Lennon). But there are only three in the Pantheon of Celebs who have become religious icons after death: Marilyn Monroe, JFK and Elvis Presley. And it seems likely that Diana, Princess of Wales, is joining that select trio.Celebrities are like the gods of Mount Olympus: They are flawed, but their lives are greater than those of mere mortals, and their experiences encompass every human trait and emotion: There are naughty gods (Dennis Rodman, Roseanne), kindly gods (Tom Hanks, Sally Field), and truly wicked gods (O.J. Simpson, Leona Helmsley). There are gods of sexuality (Madonna, Sean Connery), gods of wisdom (Oprah Winfrey, Walter Cronkite) and living proof that the gods must be crazy (Michael Jackson). Celebrities are our religion, and their lives provide us with lessons, myths and fantasies. Since the Aug. 31 death of Diana, many in the media have lamented that she got more attention than Mother Teresa, who died days later. Are they kidding? Why bemoan celebrity worship? Christians, Jews, Buddhists and Muslims have different idols and parables, but everybody in the world knows the stories of Muhammad Ali and Elizabeth Taylor. Celebs are the closest thing we’ve ever come to a global religion. But why would those four make it into the Celeb Pantheon and not the others? There is no formula. Diana, Elvis and Marilyn had a reticence that JFK didn’t. Kennedy and Diana had an elegance that Elvis lacked. Two came from humble origins, two didn’t. BUT THEY DO HAVE a few things in common. All of them were like us, only with more magical lives, and we loved that about them. But revelations of their inner torments only made us love them more. (Diana was the patron saint of everyone who’s ever dealt with an eating disorder, a philandering spouse or overbearing in-laws, which encompasses at least half the world’s population.) All were rich, beautiful, Caucasian and — dare we say it about the dead? — all were sexy (including, for much of his life, Elvis). They were all popular in their lifetimes, but in each case, it wasn’t until they passed away that we realized how much they meant to us. Each death seemed an end of innocence, a proof that life and death are random, and each stirred up vague guilt feelings in us. Also, all four died unexpectedly and under mysterious circumstances. The conspiracy theories about Diana’s death began almost immediately and soon we’ll see the housewives’ psychic visions of her, and the tabloid headlines linking her with UFOs and Roswell, N.M. There is one more common bond: All died at an early age, assuring them of remaining eternally young and beautiful. If each had lived, they might have made it a better world. On the other hand, if Marilyn Monroe were still alive, she’d be 71, possibly appearing as the chubby grandma in some John Waters movie. JFK, at 80, might be hawking Jackie Kennedy memorabilia on QVC. Elvis, 62, could be croaking out “Butterfly Kisses” each night at the Love Me Tender Theater in Branson, Mo. No, old age does not lend itself to cult mystique. Upcoming are the inevitable books, movies, miniseries, rock operas, one-woman shows, and an outpouring of Di merchandise. It’s impossible to halt such goods, but Princes William and Harry should immediately hire some experts — people from Disney or the Presley estate, for example — to monitor unofficial reproductions of their mother’s likeness. BECAUSE SHE HAD NO privacy in life, and now that she’s dead, merchandisers will consider her public domain. Though it seems incomprehensible now, somebody soon is going to want to use her computer-generated image in ads (perhaps for Chanel No. 5 or Dirt Devil vacuum cleaners?). Now that the funeral is over, some of you may have thought that the public obsession with Diana will taper off. As they say in England, not bloody likely. In an era of celebrity worship, she was the ultimate celeb.