Hmmm. My own novel-- which I will someday finish >_>-- is set in an autocratic theocracy, which is shown as clearly not ideal. But I decided to make the main character an astrologer, and it's a bit weird writing a character who implicitly expounds a system that I know to be false.

But by contrast, for example, there's the Wheel of Time series, where there's only one religion that is inexplicably exact and correct, without any sign of how anybody knows this stuff. The author claimed that it was a result of magic, but I think a system where people can invoke any God they can think of while working literal miracles would result in more religions over time.