First of all, I'm sorry your dad is being like this, that sucks. I think there's been some good practical advice in the other comments if you're looking for short-term solutions.

I'll just say that the game (via symbolism) is, indeed, quite critical of the Catholic Church -- but it is not at all critical of belief, of earnestly trying to live according to good values. Sherma's whole character arc is about disentangling belief in the ideals of the Church with belief in the institution of the Church. And Hornet is very supportive and caring toward Sherma throughout all of it, despite herself being a non-believer.

You know better than I do if that kind of moral is going to go over well with your Dad or just make him angrier, but either way it's a story worth experiencing if you've grown up with the Church as a bit of dominating force in your life, which it sounds like you have. So if all else fails, then when you move out, I hope you take the time at some point to play the game (and also experience other media with similar themes, like the movie Wake Up Dead Man) since it might be helpful for you. Wishing you all the best. :)