Gloves of Worship, also known as "Shrine Gloves" drop from Horadric Cache (the one in Act II). You have to finish all the bounties in Act II, in order to receive a Horadric Cache. After you open it, there is a small chance for this item to drop.
Do Gloves of Worship work on pylons ?
(Pylon = Shrines that you can find in Nephalem Rifts, Greater Rifts; ex. Conduit Pylon)
Unfortunately, Gloves of Worship do not work on any type of pylons found in Nephalem Rifts. It would be too overpowered to have a conduit buff or any other pylon for 10 minutes.
Shrine Gloves work just on normal shrines, the ones from vanilla or the ones that you can find in adventure mode but not in rifts.