Ever since Marcel Duchamp purchased an ordinary shovel to display as a work of art back in 1915, we've had to think more critically about what we actually mean when we say "art". (https://www.moma.org/collection/works/105050)

And I think Duchamp had it right: art is, quite simply, any demonstration of choice or preference. Which is to say, art happens whenever your choices aren't solely predictable by your circumstances.

I think any other definitions fall short, and reflect more what people deem to be "good" art, rather than what is art in general. In other words, other definitions make the definition of "art" itself an act of art.

So regarding your actual question about the relationship between art and religion - I think to the extent that religion represents arbitrary - as opposed to logical or consensus-building - beliefs, you might say that art is religious by nature.

But if by "religion", you're referring more specifically to Christianity or other mainsream religions, I think the historical dominance of art by religious themes has more to do simply with religion's historical proximity to power, and overall dominance as a philosophical and rhetorical framework for everyone's ideas about anything.