The book is not really anti-religion so much as anti-church especially anti-Catholic church. It really isn't that apparent in first novel but becomes fairly pronounced as the series moves along and they start cross dimensions into ours and eventually it drives the story. The movie only covered the first book and it is easy to miss the theme with just the first book which is probably why they never made the second.

It has some fairly interesting concepts the primary one being that in their world people's souls are physically manifested as a sort of animal spirit and a lot of the early story revolves around them. To be honest I read them a long time ago and don't remember them all that well but they were ok at first and then later in the story the politics of the theme start getting in the way of the story and it lost my interest. For me the story tried to hard and ultimately failed to make the transition interesting genre fiction to a story with a meaningful social commentary. Not everyone agrees with that and its continued popularity is based largely on the fact that a lot of people did like the social commentary and a lot of people hate it because they didn't. I personally don't care enough about religion or churches for it to matter to me.

As for why you should watch it the characters are interesting especially the protagonist who is a young girl fulfilling the classic hero's quest role and the animals are pretty cool. They also have armored polar bears.