Ah, I know the exact episode you mean Shion, and I can totally understand why you felt that way about it. It was perhaps unfortunate to establish Winn's character in that way because the show, as a whole over the seven seasons, is very respectful of religion and treats the Bajoran religion in particular as a vital part of their culture and that this, overall, is a good thing.

However, there are also people within that faith who aren't perfect - Kira's deeply faithful but more than one episode shows she's not the most forgiving or merciful of people - misguided - There's a later episode where a Vedek is talking about some prophecy and he has completely misunderstood it - and pretty much straight up evil - Kai Winn encouraged division to try to get Bareil out of the way. Possibly the only major religious character who is portrayed as genuinely and wholly good is Bareil, but the show definitely skews more towards "People are the problem, not religion" rather than the reverse.

I would definitely encourage you to give it a chance as the show very much improves in that regard, and as a non-religious person it didn't occur to me until you brought it up, but there may have been better ways to introduce Winn without giving the appearance of condemning religion itself.

Also, all the banter in the show is great, but Miles and Julian's friendship is the best of all. Getting drunk and singing Jerusalem, being HUGE NERDS in their holosuite vidyas, all that stuff, it's by far the most mundanely human - and thus the most genuine and most effective - friendship in all of Trek.

PS:
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