A great thesis statement both presents an arguable position and lends a focused structure to the ideas to follow.
Choosing to focus on religious oppression will work great here. Try working your idea into something with a bit of depth and which you can support with multiple ideas from the text. Many students find that writing a thesis statement with three supports built in lends itself to an easy construction of three body paragraphs. Consider the following:
The Chrysalids shows that clinging to religious beliefs without deep consideration of the validity of those claims can dehumanize people, create fear, and lead to isolation—all oppressing certain members of society.
With this, you now have three distinct areas to support. Where do you see a dehumanization of people? Where do you see religion used to create fear in the society? Where do you see people being isolated (either individually or as a group) because of religious beliefs? And ultimately, how does each of those create oppression?
In the conclusion, you could look to how religion should ultimately bring people together in demonstrations of love—not oppress them, as evidenced in The Chrysalids.
Your thesis statement should explore how the theme of oppression is used in the story. It is true that religion is a big part of the oppression, and religion is often linked to oppression. You should describe how religion is used as an excuse to opress certain people who seem different.