R.F. makes some excellent points.
I'm sure your friend is a great guy. But his devotion to the religion is suspect if he has entered into a relationship with you. That could be a good thing. Just one problem. He could have a sudden change of heart after you get married, and decide to get into the religion hard-core. Then problems will arise.
I would, instead of walking away from someone you obviously care for a great deal, have a very sincere conversation with him about his beliefs. Who knows? You, being in a position close to his heart, may be able to reason with him.
Best wishes!
Nvr