Some psychic vamps feed successfully on the emotional energy of many around them. Many therefore like to be among crowds where there is much energy flowing. This could be a music concert is the sexual pranic energy that makes for a great feed for the psi vamp. And then there Most vamps combine many ways for successful energy feeding. Survival and health depends on this availability of donors.
Religion plays no role in the life of a vampire.
It's role is independent of being a vamp. I knew of a catholic vamp some years ago. In all the body dies, but many believe the vampire's soul lives on, I am not sure of this, but know it came with me when I came into this life.