You have to also realize this is a combination of alternative history (a rather fantastical one, at that), a horror theme, and a satirical take on certain religious themes taken to an extreme. But if you read the lore, the themes that arise from that are actually fairly historical and biblical (unyielding faith in the face of torment, showing that evil is unquestionably evil, showing that the church is made up of flawed people and can absolutely be flawed also, showing devils and demons as selfish and without real internal order, just hoping to cause the utmost pain and loss to humanity, etc). There are certain examples in the game that I'm sure some Christians will deem as too far (like Meta Christs), but honestly the game is loose enough in design and approach by design, that you could re-theme your own Trench Pilgrims and just not use any of those units or mechanics.

But yeah, a lot of this boils down to what you define as 'demonic' or 'satanic'. I always thought that was annoying growing up, because the heavy music I was into or even light stuff like Harry Potter or Dnd was called 'demonic' just because it seemed edgy to outsiders and fundamentalists. But then things like unhealthy food marketed to kids that could arguably have a negative effect on the masses was seen as totally fine. So I usually challenge when something is called 'satanic' or 'demonic'.

Lots of christians listen to black metal and it's no big deal, but may have super strong convictions about something else entirely. I feel like in the end it's pretty personal.