When Romeo first sees Juliet at the Capulet's feast in act 1, scene 5, his first words about her carry religious connotations.
ROMEO. O, she doth teach the torches to burn bright!
It seems she hangs upon the cheek of night
Like a rich jewel in an Ethiop's ear—
Beauty too rich for use, for earth too dear!
So shows a snowy dove trooping with crows
As yonder lady o'er her fellows shows.
The measure done, I'll watch her place of stand
And, touching hers, make blessed my rude hand.
Did my heart love till now? Forswear it, sight!
For I ne'er saw true beauty till this night. (1.5.46-55, emphasis mine)
Even Tybalt unknowingly takes up the religious theme.
TYBALT. This, by his voice, should be a Montague.
... Now, by the stock and honour of my kin,
To strike him dead I hold it not a sin. (1.5.56-61, emphasis mine)
The scene between Romeo and Juliet that follows is remarkably brief, just 18 lines, and composed almost entirely of religious inferences, references, and metaphors. Juliet doesn't hesitate for even an instant before she joins Romeo in his religious thought and expression.
In the "balcony scene," act 2, scene 2, Romeo picks up where he left off, barely tempering his religious fervor towards Juliet.
ROMEO. She speaks.
O, speak again, bright angel! for thou art
As glorious to this night, being o'er my head,
As is a winged messenger of heaven ...
Call me but love, and I'll be new baptiz'd... (2.2.27-30, 53, emphasis mine)
Juliet abandons further religious allusions, except to refer to Romeo somewhat blasphemously as "the god of [her] idolatry." (2.2.119)
Shakespeare seems intent on showing that Romeo and Juliet's love stands above and beyond mere worldly, secular love. He equates their love with fervent, unwavering, spiritual, even religious love.
Shakespeare also clearly differentiates Romeo's love for Juliet (even if it's love at first sight) from the superficial, lovesick infatuation and purely sexual attraction that Romeo has for the beautiful and unattainable Rosaline.
The religious imagery of Romeo and Juliet's love also serves to lessen the significant negative impact that their suicides—a sin punishable by eternal damnation—would have had on Shakespeare's predominantly Christian audience.
Shakespeare implies that Romeo and Juliet's love is so pure, virtuous, and uncorrupted that they—true martyrs to love—can escape God's judgment for taking their own lives and be "new baptiz'ed," as Romeo foreshadowed in the "balcony scene."