FFX is pretty critical of organised religion but I don't think the other games are particularly anti-religious. Sephiroth and Kefka could both be interpreted as people who try to usurp the gods (well, goddesses in FFVI's case). Kefka definitely. I don't really remember there being much presence of deities in FFVII's world although it has been years since I played the game. Haven't played Tactics so I can't comment on that.