The Wife of Bath isn't anti-religious, per se. In fact, virtually everyone in the Middle Ages believed in God, and there were very strict penalties for those few who didn't. It's simply that she's somewhat flexible in her interpretation of Scripture.

The Wife of Bath cites those relevant portions of the Bible which are held to act as prohibitions against a widow remarrying. Yet she challenges them by insisting that God gave her, as with all women, certain physical needs, which according to the prevailing social conventions, can only be satisfied within the bounds of marriage—hence the Wife of Bath's numerous marriages.

The Wife of Bath, though very much a woman of the world, does show signs of outward religious commitment. She takes advantage of her enormous wealth and free time to visit countless religious shrines, such as the shrine of Thomas a Becket in Canterbury that she and the other pilgrims in The Canterbury Tales are on their way to visit.