I always took the position that if the boss wanted to pay me to waste time instead of work, they paycheck looked the same to me either way. Sit in the back of the room with a crossword puzzle, and keep my mouth and ears shut.
And make sure my union dues were up to date.
Sorry, but one's religious beliefs are not relevant to your role as an employee. I agree, diversity training is stupid and brainwashing, but you're being paid to be their employee and as an employee you have to participate in the stupidity.
(If it makes you feel any better, they're doing it to protect against discrimination lawsuits, not because they actually believe in this bullshit. Everyone is playing the game.)
Bring a crossword puzzle, soduko, write a letter to your sister, anything - and make it look like you're taking real important notes about diversity. F with them. Outplay them.
The problem is these days, is they trot someone LBGTQCisWTF into your training session, militant as can be and will MAKE you participate with group circle jerks called breakout groups.