Some of the major works in the fantasy/sci-fi canon are about religion. Just within the English-language tradition,
That doesn't mean that fantasy RPGing has to engage with religious themes, ideas, etc. But it is hardly out of place for it to do so!
I'm not as familiar with other traditions, but - to echo @Bedrockgames upthread - when I watch wuxia films religious characters and ideas seem to figure pretty prominently. Just to give one example, Tai Chi Master is all about Jet Li's character changing from an establishment-oriented Buddhist outlook to a more idiosyncratic Daoist outlook, which enables him to be victorious at the end. Just as I would expect Christianity to figure in some fashion in an Arthurian game, so I would expect Buddhism and Daoism to figure in some fashion in a wuxia game.
- The Lion, the Witch and the Wardrobe and the other Narnia books have Aslan as the Christ;
- CS Lewis's "sci fi" trilogy has religious themes;
- JRRT's work is extremely Christian, including a new telling of the creation and multiple reworkings of the Fall;
- REH's Conan stories are rather aggressively atheistic (except for The Heart of the Dragon);
- Arthurian romance, the Grail quest, etc are infused with Christian ideas and ideals;
- etc.
That doesn't mean that fantasy RPGing has to engage with religious themes, ideas, etc. But it is hardly out of place for it to do so!
I'm not as familiar with other traditions, but - to echo @Bedrockgames upthread - when I watch wuxia films religious characters and ideas seem to figure pretty prominently. Just to give one example, Tai Chi Master is all about Jet Li's character changing from an establishment-oriented Buddhist outlook to a more idiosyncratic Daoist outlook, which enables him to be victorious at the end. Just as I would expect Christianity to figure in some fashion in an Arthurian game, so I would expect Buddhism and Daoism to figure in some fashion in a wuxia game.