The govn. does not have your religion information. If you become the subject of an FBI investigation for some reason, and they track your comings and goings, then they would find that out if you regularly go to meetings of a religious group.
Now, you can claim they know everyone’s religion, but that is a baseless claim. Also, people change their church affiliation all the time so it would be impossible to keep up with every person's religion and millions have no church affiliation, so their supposed list of over 300 million citizens would have millions of people on it with no religion listed.
The NSA and other spook agencies can type your name in and bring up every site you ever visited that had to do with any religion; your emails, social media stuff you posted with any key words they choose like, church, faith, Jesus, Christ, Islam, Mohamed, sin, cross, jihad, whatever and determine what your beliefs are in less than a minute.... you, me and everyone else who ever used the net or a digital phone or filled out a govt form that has been transfered to a govt database. But that is not all they can do to find out all they need to know about you, but never mind all is hunky dory in your universe. I can find lots about you just with your birth name and birth date or SNN number or _______ .