our sports teams are supposed to be missionary tools for our religion. So if we start off the conversation by inserting religion, then we shouldn't have our persecution complex triggered by people who respond to our religion in a way we consider disrespectful. If we don't want them to share their views on religion, then we shouldn't bring it up.
Yes I am sure there is a space where people can cross a line. Us bringing up religion doesn't authorize them to terrorize or threaten us, but for some good-natured ribbing we made it fair game by establishing a religious school and then entering the public sphere as representatives of a religious school.