They would be stupid to do so. Religion is a powerful tool in controlling the masses, and Hitler recognized this. That is why he had no problems with Christians as long as the church was controlled by the state. With such a setup, Hitler could control their souls as well as their bodies.
To allow non state-controlled religions to flourish is very dangerous, however. As I've said before, this was the reason for the suddet peace between the Nazis and the Catholic church after the Concordat -- Catholics were not a problem for him once it was recognized that he held authority over the churches in his country.