You’ll have to cast further than that, Jonah.
You may recall from our previous exchanges that I am of the school–now, I think, well established if not dominant in developmental psychology–that believes no study saying “Parents do this… the kids turn out like this… THEREFORE…” is worth a tinker’s cuss unless the researchers do a proper analysis of variance to tease out genetic effects, by comparing sublings/twins/identical twins, raised together/apart, etc.. Which these researchers apparently didn’t.
The inclination to be religious (I’m told I shouldn’t say “religiosity” because some people read it as pejorative) is definitely heritable: see here, for example (and a hundred other places–there’s been lots of work on this). Does it “travel with” a heritable disposition to be well-behaved? I can’t find anything on a quick google, but it’s the kind of thing that happens, and plausible on intuitive grounds.
It’s also the kind of thing these researchers should have looked into. Their study isn’t worth much without an inquiry on that point.