Hi! Thanks very much for the question. You didn't miss anything! As far as I can remember, the movie didn't specify whether or not the Second Salemers were associated with any particular religion. I took a few creative liberties.
The HP wiki suggests that Mary Lou might've been descended from some of the original Scourers, so it made sense to me that she would've been raised to view religion as a kind of camouflage. Saying witches are real and need to be wiped out sounds crazycakes. Saying that witches are real and the Bible says they need to be wiped out hits that uncomfortable 'your religion makes no sense to me, but those are your beliefs' button that makes people back off. Add that to an emphasis on philanthropy, and you've got a veneer of respectability/sanity.
After that, I kind of figured religious indoctrination was the sort of thing an abusive person would use to make their victims believe they deserved to be hurt. It's one of the reasons Grindelwald doesn't scare Credence as much as he should; he's used to dealing with fanatics. And Grindelwald, outside of that one instance, has done more to heal than hurt him, which makes him less scary than Mary Lou. (Grindelwald is pretty much of the opinion that no one is allowed to break his toys but him.)
Sorry if this got a little TL;DR. But I am so with you, anon. Sweaty!Percival is a nice image.
Re: FILL: "Nothing Shall Be Impossible" Part 13/? - Grindelwald + Graves/Credence Breeding Program
The HP wiki suggests that Mary Lou might've been descended from some of the original Scourers, so it made sense to me that she would've been raised to view religion as a kind of camouflage. Saying witches are real and need to be wiped out sounds crazycakes. Saying that witches are real and the Bible says they need to be wiped out hits that uncomfortable 'your religion makes no sense to me, but those are your beliefs' button that makes people back off. Add that to an emphasis on philanthropy, and you've got a veneer of respectability/sanity.
After that, I kind of figured religious indoctrination was the sort of thing an abusive person would use to make their victims believe they deserved to be hurt. It's one of the reasons Grindelwald doesn't scare Credence as much as he should; he's used to dealing with fanatics. And Grindelwald, outside of that one instance, has done more to heal than hurt him, which makes him less scary than Mary Lou. (Grindelwald is pretty much of the opinion that no one is allowed to break his toys but him.)
Sorry if this got a little TL;DR. But I am so with you, anon. Sweaty!Percival is a nice image.