I was looking at the methodology for the “Where Should You Live?” interactive feature in the New York Times from November 2021 and noticed this section on religion and place:

Why isn’t there a checkbox for ____?
There are many metrics that we wanted to include but for which we couldn’t find data.
Religion was at the top of that list. The Public Religion Research Institute sent us breakdowns of religious affiliation by county. But some counties contain dozens of places. Cook County, for instance, includes Chicago and is home to a large number of Black Protestants. The county also includes Chicago’s northern suburbs, where very few Black people live. Assigning the same statistics to every place within Cook County would have been misleading.
(We did use county- or metropolitan-level statistics for a handful of metrics — but only when we thought values were unlikely to vary significantly within those areas.)
This explanation makes some sense given the data available. Counties can have significant variation within them, particularly when they are large counties and/or have a lot of different municipalities. The example of Cook County illustrates the possible variation within one county: not only does the county contain Chicago, there are scores of other suburbs with a variety of histories and demographics.
On the other hand, it is a shame to not be able to include any measure of religion. People do not necessarily gather with similar religious adherents in their own community. People regularly travel for religious worship and community. There are Black Protestant congregations in Cook County outside of Chicago even as they may not be evenly distributed across the county. Because this religion data is at the county level, perhaps it could be weighted less in the selection of places to live and still included as a potential factor.
This also speaks to a need for more systematic data on religious affiliation on a smaller scale than counties. This requires a tremendous amount of work and data but it would be a useful research tool.