I'm going to lie about my religion to play in a church band
Why would you feel you need to do that?
I want to have a excuse to blend in with the religious people
While I think it's admirable for you to want to share your talents with others, I don't think you need to lie in order to do so.  I think you should try and find a different outlet for your musical skills.
I don't think it really matters if I lie to join the band. I don't need to follow their beliefs.
You're right that you have a right to your own beliefs. However, lying to join the band is not okay. Have you considered what will happen when they figure out you're faking being a believer?