Saint Joan chronicles the life of a Catholic saint. As such, we're sure it's no big surprise that religion is a major theme. In the play, we see the one of the earliest clashes of Protestantism and Catholicism. There's also much discussion of popular religious topics such as faith, heresy, martyrdom, and repentance.
Cauchon and the Inquisitor are only doing their jobs. In their minds, they're only doing what's best for Joan.
With his epilogue, Shaw points out the irony of Joan's canonization by the same organization which, four centuries earlier, had her burnt alive.