Man I thought that was going to be a video for that one game on the NES about the demon that is also a Christian apparently and is powered-up by crosses (and ice cream cones!) Not sure if that is germane to this discussion.
Also, if we want to go even earlier, there was Ultima: Quest for the Avatar. Granted, it dealt with religion rather generically, but the next game in the series dealt with religious extremism (and the game after that religious tolerance).
Also, if we're including text adventures in this discussion (and we should) there have been plenty of games that have dealt with faith in one way or another.
Vespers is a Christian themed horror game that deals with themes of whether God is just (albeit superficially, or so I hear).
Unraveling God is uh apparently about religion vs. science?
Voices is a game about Joan of Arc. I've never played any of these games.
Moving on, last year's IF Comp had
Tenth Plague and
Cana According to Micah, which are like complete opposites in nearly every way, to the point where it kinda blew my mind that they were released in the same Comp without causing some kind of antimatter-esque explosion. Tenth Plague, of course being the Old Testament game, takes a rather negative view of God, religion, and divine judgment; meanwhile Cana is one of the most humane games I've ever played. This year's
howling dogs contained an extended Joan of Arc segment, which Emily Short wrote a little about
here. I also have to mention
Sunday Afternoon, which isn't really about religion, per se (despite having the "translator" of Cana as an NPC), but contains my favorite bit of writing about religion ever:
>X STEPHEN
Barchester is crawling with clergymen, and Uncle Stephen is another one of them. He's one of the super High Church types who might as well be Catholic, or at least that's what Father says. From what you've seen, that means that the services are more fun but the clergymen are stuffier. No-one is stuffier than Uncle Stephen; if he were in charge of the cathedral, there would probably be clowns.