Another possibility is Bruce Coville's Spirits and Spells (ISFDB), released both as #2 in the Chamber of Horrors series and #15 in Twilight: Where Darkness Begins. This one has a female protagonist, Lydia, and the game does come to life around them, courtesy of playing the game in a house haunted by a murdered servant girl. I haven't found any reference to a religious guy in it yet, but there is mention of the game being called evil:
Lydia was so silent that for a moment Tansy thought they had been cut off. When she finally spoke, her voice was little more than a whisper. “I felt… fingers. Icy fingers, probing at my mind. Tansy, tell Travis to get rid of that game. It's dangerous. No, it's not just dangerous. It's evil.”
Besides, Lydia was just being foolish.
How could a mere game be evil?
“Magic is loose, and death is in the air.”
Trying out their new haunted house game, Sprits and Spells, in the creaky old Gulbrandsen place seemed like a cool idea to Travis, Tansy and their friends.
That was before they found out what was in the attic… and the basement… and everywhere in between.
Following up after having actually read the book in question, it is not a good match in the end. There is no hyper-religious character and no one picks up a role of going around healing everyone. Instead, the story basically has the players doing LARP-style quests to gain magic items, but it turns out that the "characters" they're playing exist in another, more magical, world, and they're attempting to take over the players via these artifacts, which are real.
I'm keeping the answer up for historical purposes, but it is not a good match for the question past the superficial of the game becoming real.