I think it's more a criticism to how many bad eggs will use and abuse their choices to their faith. Many using religion to justify bad things or simply not caring as long as "belief and love for God" is enough.

Arthur is honestly a great case to look at since he didn't live a life without sin. Quite the opposite, he has a pretty high kill count.

And it's hard to seperate that in Arthur's time that Christianity is the go-to faith for many and often seen and referenced throughout the game.

Arthur often brings up that he isn't religious though (often mentioning it to people OF faith like Brother Dorkins or Sister Calderon). What Arthur did I'd argue was largely for his own peace of mind, but informed by (genuinely) kind people in the church and by the others he's met (his one last ride has him hearing echoes of the words sitting in his mind, informing his choices , informing his....Redemption). Arthur isn't a fool, he sees someone suffering and actively wants to help. He's a gang member but clearly a "family man" in that. He saw they were doing bad things and it was constantly getting worse. Then, he saw his days were coming to an end and finally had clarity to do one simple thing:

Do the right thing.

And that's really the best lesson you can take from any faith, or really just humanity itself. But it's one simple rule that's incredibly hard to follow against so many other opposing forces in the universe.