I think it does.
Sand, you are a perfect example. You have flat out admitted to hating Chritismas moe than any other religion by far. If it came down to between a Christian and a non Christian who otherwise shared the same basic values over issues, you would likely choose the non Christian. So, yeah, religion does matter because it's part of the person you ar evoting for. Of course, just as importnat if they are a practicing religious person. manyt claim to be a member of x religion; but reallya rne't but grew up as it/bestowed upon them by their parents.
For me, personally, I look at the whole picture. I mosta ssureldy won't vote for someone I 'dislike' (though for people I don't know like politicians I arely have the problem); but issues come first.