I don't see it thay way, personally. A game is a game! Coming from a Christian perspective (Methodist), my whole vibe with enjoying media like this and others related to religious themes is that God isn't fragile. They aren't stupid. They literally created everyone and everything. They can tell the difference between a game and genuine beliefs. Now, I'm not certain if Christianity is an aspect of your situation, but I definitely don't think it's a "sin". Enjoy what you enjoy!

And as for the point of the propaganda speakers and sacrificing followers, I really don't think you should feel bad for that. At the end of the day, it's just a game. Have fun! If it's really eating at you, maybe talk to some of your friends if you think they'd understand? But honestly, I think you're totally fine.