One of the issues is that you have added a bunch of scripts to your bot. In particular the "SimpleLanguage" example Self script. This script attempts to understand questions and gives answers like,
"I understand, that might religious"
Which is the response you are getting. Scripts take precedence over heuristic matches, so that is why your other trained responses are not used. You should delete this script, and any others you do not want.
You also have enabled "comprehension" from the Learning page. This will cause the bot to reprogram its scripts, and can have unpredictable results, so I would recommend you disable this as well. It has already reprogrammed your last script "aiml" so you should probably delete this script as well. I would also recommend disabling "consciousness" and "learn grammar" to improve performance.
The heuristic should give you some matching with this, based on matching similar phrases, but you do not have any keywords defined, so you will not get keyword matching. From the "Train & Chat Logs" page you can edit your "religious" responses and add the "religion religious god lord" keywords.