The answer to this question can be found before Bernard and Lenina actually travel to the Reservation, when they visit the Director who gives them an account of the kind of life that the "savages" lead there. Note what the Director tells them in Chapter Six of this excellent novel:
...about sixty thousand Indians and half-breeds... absolute savages... our inspectors occasionally visit... otherwise, no communication whatsoever with the civilised world... still preserve their repulsive habits and customs... marriage, if you what that is, my dear young lady; families... no conditioning... monstrous superstitions... Christianity and totemism and ancestor worship...
Thus we can see that the religion practised in this Reservation is actually a mix of a number of different elements of religion, incorporating (to us) traditional religions such as Christianity with more primal religions such as totemism and the worship of ancestors. However, whatever religion is practised, the point is clear. The Reservations are depicted as uncivlised places, in contrast to the rest of the world, which has erased the need for "superstitions" such as religion.
When Bernard and Lenina visit the Savage reservation, they watch a religious ceremony. The people first bring out painted images of an eagle and of Jesus nailed to the cross. In the ceremony, a young man is whipped after an old man makes the sign of the cross over him. Later, the old man holds a white feather against the boy's bleeding back and waves it over snakes so that drops of blood fall on them, suggesting that the religion blends elements of Christianity with Native American religious practice. After the ceremony, John states that he wishes he could have made the "sacrifice" of being whipped:
Astonishment made Lenina forget the deprivation of soma. She uncov- ered her face and, for the first time, looked at the stranger. "Do you mean to say that you wanted to be hit with that whip?" Still averted from her, the young man made a sign of affirmation. "For the sake of the pueblo-to make the rain come and the corn grow. And to please Pookong and Jesus. And then to show that I can bear pain without crying out.
After he travels from the Savage reservation to the "brave new world" of his mother, John sits in a class and sees a slide show about the religion of his people, which shows them in a ritual similar to the one Bernard and Lenina witnessed. The Savages are again practicing a medieval form of Christianity mixed with Native American spirituality in which suffering is redemptive. The faith of the Savages, with its emphasis on pain, is a marked contrast to what John sees in his new culture, where suffering has been eradicated:
A click; the room was darkened; and suddenly, on the screen above the Master's head, there were the Penitentes of Acoma prostrating themselves before Our Lady, and wailing as John had heard them wail, confessing their sins before Jesus on the Cross, before the eagle image of Pookong. The young Etonians fairly shouted with laughter. Still wailing, the Penitentes rose to their feet, stripped off their upper garments and, with knotted whips, began to beat themselves, blow after blow.