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Weren't the Kents shown to be Christian in Superman For All Seasons?
Indeed they were. And that makes perfect sense. If you grew up in smalltown America in the years the Kents grew up, you'd almost certainly have had at least a nominally Christian upbringing.
However, Siegel and Shuster had absolutely no interest in the Kents. They're both dead by the events of Action Comics #1, and are nothing more than a throwaway plot device to give Superman a bit of backstory, just as Krypton was.
Superman's roots were unimportant to Siegel and Shuster. All they were interested in doing was telling contemporary adventure stories featuring Superman.