Joann says she grew up in a Luddite community which had no religious beliefs.
Michael Burnham says she is familiar with Earth's religious texts. She says this as if to say that religion is illogical.
There is an implied place for Captain Pike to say what his background is, but he skips over this and gets on with it. So we don't know what his background is.
Later when interacting with the religious community, he says:
Peace be with you
and the community responds
And also with you
which makes an implication about Captain Pike's religious background.
My question is: Why didn't Captain Pike say his background with religion after asking the others in New Eden?