Most paladins and clerics will have proficiency in Religion specifically to compensate for this. As a DM, I also like to give clerics and paladins advantage on rolls having to do with their specific religions or gods as well.

That being said, there's a difference between being in tune with your God versus memorizing lists of rules and historical facts related to your religion and other religions. Like, I'm an atheist, but I've read a lot about religions, yet there are lifelong Catholics I know that don't know Catholicism is a type of Christianity. They believe it to be a completely separate religion. There's also a lot of interesting stories in the Bible that I've referenced, but they've never heard of in spite of many Christians considering the Bible to be the backbone of their religious beliefs.

Not that that translates directly to a D&D cleric or paladin, but it goes to show that being a part of a religion isn't inherently linked to knowing stuff about it.

Aren't religion checks more about straight facts about various religions?

Traditionally in systems like D&D and Pathfinder, Wisdom is more representative of inherent common sense, awareness, and intuition and Intelligence representative of the ability to reason and learn. What actually represents accumulated knowledge is your bonus in the related skill, which is a combination of ranks (representative of time spent training/studying that skill) plus inherent bonus (in the case of knowledge, usually Intelligence since Int is representative of your ability to learn).

Some skills end up seeming like they should be a bit of both though. For example, Healing/Medicine requires knowledge of anatomy, ailments, treatments, etc (which would be Int aligned) but actually diagnosing and using it requires perception to recognize symptoms and often some intuitive choices about how best to treat ailments (which is more Wisdom aligned). It's simpler to just pick one, and often Wisdom is chosen to avoid too many things being Int.