Potential candidates to become cadets or midshipmen receive nominations from their Congressional representatives, but these nominations do not make your acceptance automatic. The candidate is still supposed to be interviewed, and certainly at one time, it was necessary for them to pass a moral well-being examination.
Using terms like "being of good moral fiber" must seem antiquated in today's society, but I would think the service academies still want the "best of the best" to be their officers.
I'm not saying that all of their officers must be practicing Christians. Some might certainly be agnostic or even atheist. That's the breadth of a rational spectrum. To go beyond that and openly worship Satan is an evil act, and in my opinion, those are not the kind of people we want as leaders within our military.
They don't worship Satan. They'll tell you that they don't believe in a literal Satan and the only people who do are Christians.