You know how many bands shun religion through their art (merch, music or otherwise) in extreme ways? You need to get out more. :)
It's not them shunning religion, it's them shunning it and them having "at last Satan is finally here" with baphomet and upside crosses on their merch.
That's like me being in a vegan band that talks about hating meat but with merch that says "hamburgers 4 life" and a mcdonalds logo