I've been playing for about 19 years now, and I don't remember anyone trying to "save" me for religious reasons. In Toronto, Canada things are a lot less "religious" than is some parts of the US, so it seems to be less of an issue.
I do recall my friends and I had some trouble in highschool because we were told that, in order to use any of the school rooms to play after school or at lunch, we would need a teacher to chaperone us (basically a teacher who was willing to take responisbility for us, so we weren't unsupervised on school property) but none of the teachers was willing to step up.... so we played in secret.
More recently a friend who used to be part of our gaming group (and our games club at University) dropped out of the group and starting flaming us on our campaign forum for "not having a life". When I refuted all of his arguments by stating simple facts like; we only play once a week, most of us have significant others, most of us also play sports, we all have other social functions; he started getting mad and changing his arguments. None of the facts I pointed out changed his mind.
Personally I think he blames gaming (and by extension the rest of us) for his girlfriend having left him. She was, quite frankly, a snob who thought anyone not into souped up cars, drag-racing, and clubbing, was a geek.