There is a lot of religious imagery present in poems and literature of the romantic period, so I would argue that religion was important. However, there are plenty of poems that seem to reinterpret or understand religion, such as Blake's "Tyger" and "Lamb" poems.
Much of religion's importance in Romantic poetry depends on the poet or writer, but for the most part, religious beliefs, particularly those related to Christianity, figured importantly in literature from the Romantic era. Take for example, William Blake's poetry like "The Tyger" or "The Lamb." Both poems call intensely focus on Creation and God's role as Creator in the natural world.
According to me the religion was there in the creation of the poets of Romatic age. As for as the imagination and creation is concern these are also the act of construction(not distruction) which is the message of religion.William Wordsworth's poems always discribe the beauti of nature which is nothing else but we may say "Visible God". Further if I consider the Blake we find mysticism, in the creation of God.
Not only this but there are many other works which shows that the message of religion in terms of peace, beauty and inspiration.