Baroque had a reverse effect here. While the plot is open to interpretation, along the fourth or so overall playthrough, The Bagged One has a line that reveals the plot is basically just another Christianity and religion is evil story and not something deep and original, like it may seem at first, taking away from how mysterious and amazing the plot is an making it seem generic and bland..
And what line would that be? This game is very open to interpretation... it may seem that way only to some, not everyone.
I don't see how that interpretation would even work, considering that God is the only character who is probably truly on your side.
And adding onto this, for the moral to be 'Religion/God is evil', they'd have to be the cause of the trouble. But the true cause of The Blaze and all it's effects was the Archangel, a human.
Arguably, the moral ends up being "God is fine, *religion* is evil". Still something of a cliche.