I am Catholic, and go to church weekly; as long as he was okay with that, it would be fine. I would never make him come along, but if there was a special occasion held during or after a mass, or I went for Christmas, if he offered to come along I would notice and be appreciative that he'd be willing to do so.
If the girl is religious, she will surely want a boyfriend who shares her religious beliefs because they are strongly linked to your moral and values. Therefore, I wouldn't want a religious boyfriend because I'm not religious myself. :)