This is such an interesting question! First let's review the three domains, the cognitive, the psycho-motor, and the affective. The cognitive domain is that which engages the student's intellect, for example, learning the "facts" of the history of a particular place. The psycho-motor domain engages one's physical learning, for example, building a replica of a geological feature of a particular place, what we call hands-on learning. The affective domain engages one's feelings, so that one might become engaged emotionally in what is being learned, for example, being enthusiastic about learning the history of one's own neighborhood because of an attachment to that neighborhood. Ideally, all three domains are called upon in learning, each reinforcing the others.
We have an awareness that the affective domain is particularly important because memory that engages that domain is stored more permanently than other kinds of memory, through a chemical process in the brain. This is why we remember events that have a strong emotional component better than events that did not. However, in general, in education, while we wish to engage students emotionally in their learning, it is not necessarily desirable to make an educational experience too emotion-laden, for example, frightening or shocking students in a lesson about World War II. There can be a fine line between engaging a student emotionally and possibly damaging a student's psyche, I think, even in general education areas such as history or literature.
Nevertheless, when we assess affective engagement in the area of general educational subjects, we are assessing the degree to which the student is engaged in the learning somewhat indirectly. More often than not, while we attend to affective engagement in our lesson plans, we measure mostly cognitively and infer from that the degree of affective engagement. The affectively engaged student is more likely to learn better than one who is not thus engaged.
In teaching religious education, what is the "mission"? Is it to transfer knowledge or to inculcate faith? I submit that the latter is the case. And that implies that we need to assess the affective domain for the purpose of ascertaining whether or not the student's faith has grown as a result of the teaching. This implies that one must be able to measure "faith" as a learning process, and this also implies that we lose even the indirect means of ascertaining the result, since the cognitive or even the psycho-motor domains give us few clues as to whether faith has grown in a student. There will be students of great faith who cannot successfully pass an exam on the Old or New Testament, for example, or on the Qur'an. Conversely, there are students who will perform well cognitively or in the psycho-motor domain who have no faith at all.
I am not suggesting by any means that a religious education teacher should abandon all attempts to plan for and assess in all three areas. One's first introduction to Torah, the Jewish version of the Old Testament, is often done with a taste of honey, to show that learning is sweet. I assume that most religions have ways of engaging a student affectively in some way. But assessing affectively, difficult and indirect in most contexts, is even more difficult in the area of religious education because one is teaching students to be faithful adherents to their religion. Whether that is a success or a failure is something the jury is likely to be out on for years.