It's not so religious as it is making fun of religion. I do it a lot, it's a rocking good time.
They make fun of anything they can get their hands on, which is awesome, because that's what I do as well. It's as if those guys were me, only they are able to express their ideas and jokes through a nationallly broadcasted medium.
What makes the show so great is the fact that they push offensive comedy as far as it can go, while being funny. They add a lot of subtleties on purpose, because they always end with a positive result by me. All my friends at college hate the show, which saddens me, because that's made me realize it's hard to find someone with a sense of humor that's somewhat similar to mine.
Another thing that I find weird is that they find retarded shows like "Drawn Together" to be a laugh riot, because they use erect penises, sexual innuendo, and excessive cartoon ripoffs for their gimmicks, but they hate South Park. Hmmm... Hypocrites...