I’ve seen five episodes, and Murdock, played by British actor Charlie Cox, has gone to Confession once, in the pilot — granted, he’s seeking absolution in advance, and he’s told that’s not how it works — and then there’s the above quip about Catholicism, from a later episode. But, other than that, faith doesn’t seem to be a big topic of conversation.
I concur that Catholicism is mostly there for flavour in the first few episodes.
Religion and religious narratives eventually become the show's foremost source of moral clarity, the standard according to which the main characters (Murdock and Fisk) make sense of their actions. Father Lantom has a number of encounters with Murdock, and his religiosity comes accross as the lifelike expression of a complex, living faith that has successfully undergone the harsh test of experience. Fisk delivers a thought-provoking monologue on prayer; in the final episode he has a striking moment of lucidity in which he quotes the parable of the good Samaritan at some length.
All things considered, I thought it was refreshing to see a show in which religion is not short-hand for inflexible or naïve dogmaticism. I was impressed with the way death had deeply-felt impacts on character development and plot; I find television writing does not usually dedicate much time to the theme of mourning.