Maria Holic was mentioned, and it's a parody of Maria-sama ga Miteru (MariMite) which translates as, "Mother Mary is Watching Over Us," and is a yuri set at a Catholic school, where the imagery is taken more seriously. There's a fair amount of anime set at all-girls Catholic schools where everyone is gay, like Strawberry Panic, and it's an interesting little case study in cultural differences.

For most Japanese people, religion is just a matter of ceremonies and aesthetics. They don't really get the whole "homosexuality is sin" thing that Christianity has going because to them, Christianity is just when you have crosses and white wedding dresses and schools segregated by gender. I've heard you can get a gig dressing up as a priest and doing weddings over there because they don't care whether you're a real priest. Meanwhile, homosexuality was historically permissible in Japan, and there is this perception that lesbianism is just a phase that people grow out of so it's "harmless," which is certainly homophobic but in more of a patronizing and dismissive way. Generally the view of sex and sexuality being an inherently moral issue is way more common in the West, even among people who aren't Christian.

So put all that together and an all-girls Catholic school starts to look like a totally natural setting for a show where everyone's gay. And it's also probably why the idea of an anime girl going "Jesus Christ is my lord and savior!" is funny and incongruent, because Christianity is generally such a foreign concept in anime.