The dialogue in the first panel is possibly the most important here. "I don't hold with no religion" is a key line.

I wouldn't want anyone to think Shades is in any way an attack on religion (either in general or on any specific creed) but it is a fact that, for most of the UK, religion is a private matter. Sure, there have been evil individuals and organisations (ranging from supposed Muslim clerics to the IRA) who have sought to exploit religion for their own criminal and/or political aims but, generally speaking, most Brits are quite happy to let everyone believe (or not believe) whatever they want.

We're happy to close the door on Jehova's Witnesses or to turn off the TV at the first sight of a manic evangelist. The UK "way" is to say, you're free to believe what you want, but don't start forcing your beliefs on others and for God's sake (pun intended) don't think you have the right to persecute those who happen to believe something else.

Bedlam's response is also worth noting. Not because it's especially significant but just because, as lines go, it's one of my favourites!