Re: rosary, it's actually a bit complicated (we learn the full details in volume 8, I just hope the anime gets around it... damn this shortness). It's less about religion and more of a personal thing, sort of.
Btw, one thing that was cut from the anime is that when Sen and Kaoru first meet,
(Also, to be honest, without wanting to offend anyone, I'm a bit baffled about "Catholics/etc. are not Christian"... Am I right in thinking that this is mostly an American thing? In my country many Protestant denominations use a variation on our cognate for "Christian" when they refer to themselves, claiming that's the real/traditional form of the word, but I don't think I've seen any Protestants claim that Catholics are not Christians.)