I haven't got the game yet (UK), but I am concerned about this in two ways. First, because faith is very personal and very important to me, I feel awkward "not promoting that faith" even in a fictional setting. But also the game mechanic works very much against what protestant Christianity is about, especially as regards shrines [though Catholics might wonder about the Vatican...].
It made have some second thoughts about buying the game - not out of a "this is unholy!" reaction - but just because I'm not sure I want to feel awkward playing a game; it's not really what they're there for.
I might just have to do a bit of modding.