The Catcher in the Rye treats religion much the same way as it does education. There may be an intrinsic value to it, but who can tell? It's been ruined by institutions and the phony people who run them. To Holden, religion is just one more way of creating social barriers and encouraging people to be phony. But religious people themselves? Maybe not so bad. The two nuns are almost the only people Holden doesn’t end up calling phony.
Holden Caulfield actually shows a lot of respect for the religious people he runs into.
Holden's desire to protect innocence suggests an acute awareness of guilt; his musings about Jesus and forgiveness suggest that, on some level, he really feels like he needs redemption.