You do can found religions in civilisation series. But it is in name only. Any historical accuracy would be to close to home, I guess. The problem is, whatever you do, you will offend someone. And within christianity there are factions, that even went to war about how they would be christians. My granny told me, when she was young, people would even switch the side of the street when walking to avoid the other denomination. There are literally over a dozen different faction in Christianity. And this is ignoring the precursor Judaism, where all that Bible stuff comes from, and that Islam is rooted on Judaism/Christianity as well.
Specifically for Christians would be the New Testament, so, maybe an rpg with Jesus gathering his party up. But using Jesus as prot is bound to offend some, so maybe an unnamed disciple. Those guys did travel with more than themselves. It was not custom to name all the women one was traveling with. So maybe one of those unnamed women, going on quests to help J behind the scenes. But that is bound to offend some fundamentalists that have opinions about women...
There are reasons that there are not many religious games ;-)