I've never played WOD (my wife is a D&D purest and I don't have enough time) so I couldn't say.I
Do you have similar issues with Roleplaying in modern settings like World of Darkness where there is Christianity, Islam, Buddhism, etc.?
But in most D&D campaigns the gods are very real and present. At a higher level clerics get to chat with their gods. So ... that becomes problematic. If I'm Catholic and the church is represented as historically accurate some time periods are problematic. Can wealthy people really buy their way into heaven? If absolution is really a scam then what does that say about the church that pushes it? If someone else in the group is devout but has a different religion, I know that they worship a false god.
Clerics in my for-the-most-part standard mythology accept that other gods could be real.
I also don't want to step on anyone's toes. I know extremely little about most world religions, I even have limited knowledge of Catholicism.