Rules and roles go together. When we play the role of a devout religious person, regardless of which religion it is, we will be admired, accepted, and ensure our survival. If we flagrantly oppose, ignore, or evade those roles, we might be put to death, publicly stoned, or even be considered insane.
If I had to choose which religions to role play, I would pick the ones that embrace the fun of life. The ones that include dancing and singing in their rituals. I would play the ones that view sexuality as something clean and wholesome. I want to play the ones that include forgiveness and inclusion instead of the punishment of an angry male god who is watching every move everyone makes on the planet, so he can torture them accordingly before after they die.
I would role play a religion that places women on equal footing with the male decision-makers in their organization. If we look at the major world religions, right away we see the gender imbalance when it comes to their hierarchical structures. I would not like to play any role where the wisdom of women is discounted or nullified.
And I would not like to play a role in a religion that self-righteously kills others because they hate and fear a different belief system, roles, and rules.