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Not looking to have a debate about how various biblical passages were interpreted by various groups in the past vs present, so I'll just say that it is simply a historical fact that the 'first breath' doctrine on ensoulment existed.... along with the 'quickening' doctrine, the 'developing soul' doctrine (i.e. first no soul, then an animal soul, and only eventually developing into a human soul), and numerous less common views (e.g. 'no soul until the first time you say Amen'). There are extensive writings from past theological debates about them. Thus, views on this issue have unquestionably changed over time. The current 'conception' doctrine has not "always" been in place.
I'd probably use a version of this for a fantasy game world.
In Set-Golarion, souls get issued at the moment of birth, not the moment of conception, or something like that, so a fetus that doesn't survive (for *whatever* reason) is more of a lost opportunity than a person who didn't live to see the outside world (and given that most fertilized eggs don't thrive, the outer planes would be 70% souls of unborn fetuses anyway, which seems like it would make for a creepy sort of afterlife, and where does Pharasma 'sort' souls of the unborn, who obviously didn't have much time to develop a patron deity or set of moral or ethical guidelines?).
But, for Golarion, Pharasma is the arbiter of when and where souls are issued, and if Pharasma says it's at conception, then that's pretty much canon, and either conception is *much* rarer and more successful in Golarion than on Earth, *or* the outer planes are indeed primarily inhabited by baby souls that never got to breath Golarion air. Who knows. Not something terribly relevant to most games.
Since identical twins split hours after conception, which, in Golarion, would be hours after Pharasma gave a soul to the fertilized egg, that suggests that one half of identical twin pairs didn't get the soul (determined by some sort of Thunderwomb scenario where two blastocytes enter and one leaves with the soul?), and are soulless abominations! Woo! Plot hook! A Pharasman mystery cult that wanders around trying to figure out which of any pair of twins they encounter is 'the soulless one' and killing them! (Or maybe the soul is split between them, making them *both* seen as morally suspect and 'weak souled' and susceptible to possession/evil/etc.? Or maybe souls are like livers, and grow to fill their new home, so that a half-soul is equal to a full soul, after a few weeks or months? If that's the case, soul-traffickers like Night Hags are gonna have a field day splitting souls they've captured into fragments and nurturing them to grow full size souls out of the pieces-parts...).
Ooh. My head dun broke.
If it ever matters, which I don't think it will, I'm gonna go with 'souls get assigned at birth' for any games I run in Golarion.
There's a whole article on souls, in, IIRC, Mummy's Mask. I'm going to have to check that out and see if it agrees with or contradicts (or has nothing to say) on this whole 'when souls get assigned' thing.