First, why are you withholding sex? Is it to punish him, or because you're no longer comfortable with having sex? If it's the former - don't do it. Seriously. Talk your problems out instead. If it's the latter, then be sure to explain why you're choosing to abstain at this point in time. Otherwise, he may conclude that you're doing it solely to punish him.

Second, does your boyfriend always feel the need to speak up when he believes something is wrong? As in, if he was with a group of friends, and he disagreed with something one of them said, would he speak up? Would he politely tell them, "I disagree", or would he shoot them down? The reason why I ask is because some people have had bad experiences with religion. As a result, they are more willing to speak up when they disagree with an idea than they would in other situations.

This is something I struggled with in two previous relationships, and the bottom-line is that you have to be willing to compromise. In this case, I think the compromise would go something like this: your boyfriend doesn't have to go to church with you, attend religious events with you, etc. if they make him uncomfortable. In return, your boyfriend needs to respect your religious beliefs and be willing to voice his opinions in a more respectful manner. My bible study constantly debates about what the Bible/God was really trying to say, so there's nothing wrong with having doubts... but it's another thing entirely to stand up in the middle of a sermon and say, "I don't believe any of this crap." There is a time and place for everything.