Philip Pullman responds. Again.

"Finally: is HDM anti-religious, or isn't it? Religion is something that human beings do, and the story is on the side of humanity. The feelings of wonder and joy and awe that human beings have always felt in the face of nature and the mystery of our lives have sometimes taken religious expression, and sometimes poetic; and sometimes they've been expressed in writing about science. I think I tried to give those feelings expression in the form of a story. He that hath ears to hear, let him hear. That's what the story is for.

As for what it's against - the story is against those who pervert and misuse religion, or any other kind of doctrine with a holy book and a priesthood and an apparatus of power that wields unchallengeable authority, in order to dominate and suppress human freedoms. In Lyra's world, that power is wielded by a mighty and corrupt church, which differs in some ways from the church in our world just as the everyday lives of the characters do. In our own world, that sort of power has been wielded at various times in the name of religion as well as in the name of 'scientific' atheism. It's wielded politically, and it's wielded culturally; sometimes it`s a religious police force that beats women who aren't wearing the correct dress, and sometimes it's a cowardly press, cringing in front of corporate power, that cackles and jeers whenever it sees something it thinks it's safe to criticise."