Within the scholarly community, there are actually few objections to the empirical study of religion. That is not to say that scholars consider the empirical approach the only way to study religion. Restricting the study of religion to any one method is obviously quite limited, but saying that empirical study is limited in scope is not the same as saying that it should not be done. Such groups as the Pew Research Center which gather statistical information on people's religious habits perform an invaluable service for understanding contemporary society and religious belief patterns and practices.
The main limitation of empirical study is that while it examines people's religious habits, it offers up little in the way of complex analysis of their ideas, and can lead to fairly simplistic understanding of religious thought. While empirical studies can look, for example, at the relative frequency with which Protestants and Roman Catholics participate in Communion, such studies won't really analyze the difference between various spiritual understanding of the Eucharist or give us a sense of what the experience means to the participants.
While sociology of religion views religion from the outside, other disciplines such as systematic theology view religion from the inside. These two perspectives do not really conflict with each other; they just ask different types of questions and investigate different aspects of religious belief.