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The anti-federalists put freedom of religion into the First Amendment because they didn't want the federal government to be able to impose something so personal and sacred as religion on them. The entire reason the Bill of Rights exists is that the anti-federalists were scared that a strong central government could become the very thing they had just fought against: "tyrannical". So they wanted to limit its power as much as possible. That doesn't mean they opposed Christianity in theory. Nearly every person in the early US was a practicing Christian

Actually I just want to tag onto this, the politics of post-Revolution America was dominated by the struggle between federalists (strong central government) and anti-federalists (weak central government). The Articles of Confederation established a loose union that the anti-federalists liked but it ended up being completely dysfunctional. Then, the Constitution was written, almost entirely with a federalist mindset. After the Bill of Rights and the ratifications, it looked like the federalists had successfully created the strong central government they wanted. But they lost favor under Adams, and Jefferson ultimately ushered in several decades of anti-federalist domination, which neutered the power of the federal government while ironically stretching that power to its absolute limit to acheive their platform goals. This is why the early US was all over the place, making wars and peace with random nations, repeatedly, expanding, acting as if the federal government was all powerful while telling the states it was definitely not, and surprise surprise when some of the states decide to secede, the federal government finally comes out and admits it actually is all-powerful, and they can't leave.