I would not agree that they lean heavily to the left. I think they lean to the right but have a distate of religion.
I read an interview with one of them a few weeks ago, and they mentioned that it wasn't so much religion, but people who are using religion to make themselves rich or for their own motives. The question was specifically about the Christian rock episode, and he went on for several sentences about people who are promoting their music/beliefs, but not actually living up to what they are singing/saying. If I could find it, I'd post it, but one sentence made me think he was talking about Amy Grant, and another made it clear he didn't like televangelists (no surprise, they rip on televangelists in several episodes).
I think you're right about religion. Their three pet peeves seem to be: (1) pompous celebrities, (2) political correctness and (3) religion. Probably what they consider the more distasteful aspects of religion, but they really distinguish. I must admit, I liked the Mormon episode, though.