I would stick to solidly death religions. One or two jokers that consider themselves the last followers of Ra don’t matter, but a concept like this for instance:
There are going to be people who find that offensive. A game in which you kill Jesus, that’ll rocket it straight past GTA in the “my kid can’t play this” top 20.
And even if they didn’t find it offensive initially, they might still consider it an sign of poor taste if someone posts a video of Buddha and Mohammed ganging up on Jesus. A thing that could happen because the option was provided.
Not every religious person is the same in this aspect. Not even every religion and culture is the same. In the Far East there have been a few hit tv series based on myths in recent years, while one could imagine such a thing might be received less well in for instance certain Middle Eastern countries. So I’d draw the safe line: dead religions only.
If they really to include stuff from times and regions where they had currently still popular religions stick to folk tales or at best quasi-religious/less sacred stories. Saint George the dragon slayer might work. Jesus will not.