How to tell a guy you don't want to be with him because he doesn't have the same religious beliefs as you?

Tell him immediately. Why waste his time or yours.

Just nice and basic like:
"Listen Bob, you're a really great guy and handsome and Hot actually, but the Religious Cult I'm Obsessed with just won't allow me to be with Lost Souls & Heathenous Sinners like you!"
or just
"Satan Be Gone!"

Like you just said.

Just like that.

The best way to tell a guy anything is to be straightforward and stop beating around the bush.

Dude I don't want to be with you because our religious beliefs differ?

Is he a Baptist and you're an Anglican?

What is he, and what're you? I don't think religion should stand in the way of liking him...

What is it about his atheism that's a problem?

You don't believe in him