Yes, there are a few religious overtones in the story. At the beginning of the story, when the outcasts are first leaving town due to their banishment, the street is described as feeling "Sabbath"-like, something that the town is "unused to." The Sabbath is a religious day of worship, so the fact that it was rare for the town to have that type of atmosphere tells readers that Poker Flat is not a town known for its religious or moral propriety. Readers can assume it is more of a Wild West town characterized by lawlessness.
Next, when the outcasts are snowed in at the cabin in the woods, they listen to Tom and Piney, who are not outcasts, but other travelers, sing a Christian hymn. At first, the outcasts do not join in singing, but eventually, they do sing as well. It is likely the outcasts hesitated to join in singing the Christian hymn because they are literally banished from society for not being "good" citizens. As a gambler, a prostitute, a witch, and a robber they are not traditional religious types. However, the fact that they sing the hymn indicates that they possess Christian traits of kindness and community, despite what the town may think of them.
The manner in which the outcasts treat one another, sharing rations and being kind and loving to each other as they are dying in the snowstorm, shows that they are moral despite being the fallen of society. Their personality traits, combined with the fact that the town itself is not religious, suggests that the truly religious or morally upright group was the outcasts, not the townspeople themselves.