Oh, My Pop Culture Unchristianity: Sandman’s Humanizing Subversion of Common Christian Tropes. Syng illustrates how Sandman plays with common Christian tropes.
An imperfect God is easier to believe in. Just as a mystical pregnancy that doesn’t result in special children (because statistically, so few people are likely to become Great; why should children of mystical pregnancies be any different from typical humans?), and the death of a son of god being much more personal than a momentous world-saving act is easier to believe in.
Oh, My Pop Culture Religion: Religious Practice in the Potterverse. Stinekey speculates on how magic and religion work in the Potterverse.
However, there are a few canonical instances where wizards do actually practice (Christian) religion in the series. St. Mungo’s, the wizarding hospital, is actually named for a real saint. St. Mungo, also known as St. Kentigern, was a Christian missionary who performed miracles and founded the city of Glasgow. The Fat Friar is the ghost of Hufflepuff House and was a monk in his former life.