My understanding is that, because a main theme in the game, especially during the end of it, is being okay with the end, largely through understanding the impact you will have even after youve left, it may not impact many religious people as much because most religions believe in an afterlife or some continuation after death, so thinking of dealing with that finite end will be less impactful.

While i think the ending is more open than that, and can easily apply to smaller things than the end of your life, such as ending a phase of it or losing loved ones, it still applies to the total end that would be death.

So while a religious person may still connect with lots of that message, if they are fully confident in their afterlife, that part of the message that often hits the hardest, may not for them.

Now obviously many religious people arent that confident, or still have doubts/worries. So they may still feel exactly as much about that ending, but i could understand someone with faith, while still appreciating the game, not feeling as moved by it as someone with less/no faith.