I've only played FFVII, VIII, IX, X and XII.
None of these seemed anti-religious to me. FFX seemed anti-corrupt religion, FFIX didn't require a religion 'You don't need a reason to help people'. The other two I know less well, although FFVII had a church.
Ive also heard that FFT has some anti-religious themes. Xenogears had them as well, so I hear (yes, I know its not FF).
Personally, I think the religious views in each game vary depending on who's in charge. But since Japan is a mostly non-religious/weakly religious nation, the games from SE often have those kind of themes.
So, discuss Final Fantasy and religion.