I can imagine them WANTING to do it. I can't imagine them actually doing it, though, knowing full well that the death sentence they were handing out would get reversed on appeal as a result. Not a smart move. You bring your own views into the jury room. If your own views include religious views, then it's unavoidable that those views might impact your decision. However, the idea of consulting the Bible in your deliberations is completely out of bounds.
My biggest concern here is the question of what the remedy is. If I'd been on the court, I'd probably remand for a new trial on whether he gets the death sentence rather than just quashing it altogether.
After rereading the story I would say that I would agree it would be wrong to bring copies into the deliberating room. But I think if someone wants to consult The Bible for counsel/guidance during deliberations, they should be allowed to do this. When ever I wrestle with the difficult decisions in my life I grab The Book that gives me counsel. It's not as if it were a newspaper.