More than the exact differences of your religiosity levels is the ‘what’ and ‘who’. What are the differences; are they major or minor? Who are each of you; how flexible are each of you?
Is a second date always sensible? It depends. If you found you had nothing in common, or are looking for different things out of life, then there is no point pursuing this match. If, however, you have much in common, but your dating experience was poor, it is worth considering whether this might be different on a second date.