Probably because most religious people don't tend to flaunt it everywhere they go, and in my experience the ones that do also tend to be jerks. It's also possible that wait staff tend to remember the ones that do more than the ones that don't because being religious and a jerk is more memorable than religious and not a jerk.
I worked in breakfast and brunch restaurants for a while, and my anecdotal experience is that the post-church rushes (we were across the street from a couple churches) had the worst overall tipping percentages that I would see all week.
One could argue that those are the folks that aren’t religious enough to feel that they should not make others work on a sabbath as a result their personal commerce. The religious folk that make it rain come in on other days of the week.
Disclaimer: I am a religious person.