Jews and Muslims get special diets if they request it. Have a friend in prison become Messianic Jewish so he could get better food.

Christian, Jewish, Muslim, and I imagine other groups get time together, several times a week to worship and study. Being part of a group is important as loneliness is a big problem. There is security in being part of a group. What would an Atheist group do together, talk about nothing?

And then of course there is jailhouse religion. People claim they are reformed to a new religion (whether they are or not) in attempt to claim that they are "a changed man" for parole purposes.