Asking your religion at customs is pretty standard. It dates back to the days when we accepted immigrants from all countries. My great great grandfather immigrated from Scotland and on his naturalization papers they asked if he was an Anarchist. That seems absurd in this day and age, but back then it was a serious question.

Another thing to ask is, what country do you live in, this is the internet so there's no real reason to keep that under wraps. Without knowing that, I can say for certain why you were detained.