I think that there is an overall threat to religion depicted in The Last Emperor. This can help to pick up the themes of any religion that is seeking to establish itself in the face of political oppression.  The purging of the emperor, and of religion itself, that took place when the Communist government took over China represents how all religions and all faiths of old were persecuted.  When the film depicts Puyi's life after his rule as emperor has been all but wiped out and in its place is the sad conformity of Mao, I think that a statement about religion and its place against political authority is highly present.  This is something that acquires more and a saddened significance when applying it to Buddhism and Tibet.  The Chinese government sought to rewrite or to "airbrush" Buddhism out of Tibet in much the same way they purged their own history of the rule of the Emperor.  Puyi is the symbol of how the individual who believes in religion is placed in a fundamental position of pain and loss under the Chinese Communist rule of the time.  In examining life under Mao and the persecution of religion, it does not take a large stretch to see the same practices moved on to the Chinese occupation of Tibet and how Buddhists were persecuted in the same way as supporters or representatives of the Emperor's rule were.