Ethnic is to Irish as religious is to

But yes they believe in Christianity

The correct answer could be any religion such as - Christian, Catholic, Buddhist or others.

Explanation:

Ethnic is the subgroup of the people or community of a particular nation or community group such as Irish is the ethnicity of the people of Ireland or American is the ethnicity of the American people.

Similarly religious could be associated with the particular religion that could be any religion as options are not mentions, so it could be Christian, Buddhist, Catholic or any other religious group.