Well it's not about religion, but there's a lot of mythology mixed into this big fantasy universe of ours.

The story we're putting into comic form is about an angel general, Balthazar, who's pretty tired of Heaven and their somewhat dictatorial ways. He's not the first person to feel that way either. A former angel named Rex turned to some rather extreme measures and orchestrated a severe attack on Heaven. He ran off and stayed out of sight for a century before showing up during one of Balthazar's military missions. The incident is very odd, but despite Rex basically being a wanted terrorist, Heaven doesn't see much point in putting further effort into tracking him down. Instead Balthazar takes it on himself to investigate and winds up in trouble because of it.

It's a character driven thing, not meant to be preachy in any way.