The end theme song, "Love Will Set You Free" performed and written by Smokey Robinson, is about Jesus offering an invitation for Christian discipleship, with direct quotes from Jesus' sermons in the Bible.
The trivia item below may give away important plot points.
The movie has several religious references. The orb can perform what could be described as miracles, one of the red tents in the Bartertown has a crescent moon on it that looks like the one from the Turkish flag, the neon sign in town says Xanadu, which refers to a paradise-like place, and the villain calls the orb "the sphere of Longinus" at one point, which is a clear reference to the biblical spear called The Holy Lance (as well as the spear of Longinus) that killed Jesus Christ. Also, the characters have what could be described as religious experience when they interact with the orb outside together.