Scott was raised Catholic and still goes to mass on Sundays from time to time. He is a practicing Catholic. He believes in God, as A Song for Sleeping can attest to, and he's a huge fan of Notre Dame (Catholic school and catholic history). He also sings in HIG about how his dead brother "always went to mass". He also sings Be Not Afraid in HIG, a traditional Catholic hymn. Scott believes in God and I don't even think he really has an issue with organized religion. I can't speak for how he felt about religion when Core came out though. Naked Sunday definitely has anti God/anti religious lyrics... but remember "Sex Type Thing" off that record was another song not meant to be taken as literal feelings Scott had. He was putting himself in the mind of a macho alpha male pig. He easily could've been putting himself in "Naked Sunday" in the place of a man questioning his faith. That's what I think the song is about, ultimately, a person who had faith at one point but is now questioning it.
Interesting title, by the way, "Naked Sunday". Mass is on Sunday. We were created naked, but when Adam/Eve betrayed God they were shamed by this nakedness. It's possible Scott was questioning religion at the time he wrote the song, but a lot has changed in his life since then.