I actually hit the "No" choice, but, you know, I'm not sure. Certainly there are religious games out there, and I have no problem with people making or playing them. I mean, I don't like sports games but I don't think people shouldn't make them.
What I have a problem with are games that are "stealth religious"; you know, nobody comes out and says they're trying to convert you, but you start noticing all the non-religious characters dying off while the religious are supposed to be the smartest, most charismatic characters around and save the day. And the lesson always seems to revolve around people getting punished for their "sins", when in reality all most of them are guilty of is being human. As soon as I realise I'm being lectured to, all my enjoyment goes out the window. I don't like any sort of media with an agenda, especially one that tries to tell me I'm a bad person who deserves to die for disagreeing with it.
I guess my stance is, "Make what you want, but be up front about it." I am happily agnostic, and I am happy for people who are religious, but I don't enjoy being preached to. Presume I've made my own informed decisions, just as you've made yours.