I always interpreted it as knowledge of religion in general. You can be faithful to a god, but knowing what rites, edicts, ceremonies, rituals, holy texts, and even history of other religions is separate from that.
Like, if you are Catholic, does that mean you know all about other religions like Judaism or Islam?
Don’t forget that the main protagonist will somehow be with a goddess of some sort who inevitably falls in love with him, alongside his totally not 12-year-old waifu and his waifu with big humongous honkers (that’s her entire personality).