I have the mind of Christ. If I speak my mind, I speak His mind. I am who God says I am. You are at odds with what God says. Now THAT'S arrogance!
Oh dear, not everyone is religious, so are they arrogant too?...
You just gave me an idea, how about an episode where all religion is outlawed on Earth. Let's just say some weird alien race came to Earth, took control and insisted that society works better without any religion. They manage to take over Earth not allowing anyone to do or say anything religious or they would be forced to leave...
It would certainly change the dynamic of the planet, and perhaps the Planet Express crew could gain some new business out of it by delivering religious items to planets newly inhabited by the banished religious folk, but in doing so they have to be very secret about it as they smuggle the items out of Earth...
As they deliver these items, in contrast we would also see how an all-religious society is doing. The idea is unlikely to ever get used on the show as it would be very controversial, but none the less you made me think of it...