Ha! Since the majority of people, let alone criminals, at least in the U.S. are Christian, that would be interesting, but most likely only dangerous to non-Christians in our current society.
I've seen charts in the past that show the religious affiliation of those incarcerated in comparison to the general population. I'm too lazy and short on time to find them at the moment, but as I recall, the number of incarcerated atheists was far less of a percentage than the general population identifying as atheist. Of course, that doesn't account for people "finding" religion behind bars or stating something not true if they think it might help them get out sooner or something like that.
Hard to know what to believe, but I'm thinking keeping religious affiliation out of the "announcements" is likely a good idea, for now anyway. As the police forces of so many counties in the U.S. state "In God We Trust" on their cars, badges, etc., I'm not sure non-theists would get fair treatment.