I spent 20 years in the DOD, with high levels of security clearance almost the entire time. In all of my background checks, I was never asked about religion or relatives in other countries. (I have some) If in fact this is happening, it is a radical departure from past procedure.
You have to list on your security clearance forms all relatives who not US citizens and all relatives by marriage who not US citizens. Also if you do business overseas or hold a foreign passport.
Once you obtain your clearance, you are now required to fill out a foreign contact report if have anything to do with a foreign national.
DOE asks about relatives in other countries, but not about religion. The questions have bearing on the safety of such relatives if the person here has access to sensitive information. Life in the shadow world isn't always pretty.