It's a monument! It's silly to pretend it doesn't exist in real life.
or just start making other religions as well, a better option in my opinion and it opens up new markets and set ideas. There are plenty of sets to satisfy the atheist but we are very limited in the religions of the world
They've done some Ancient Egyptian stuff and things that could be seen as druid-ish. It would be awesome if they did some Greek/Roman gods. Noah is present in three major religions (and nearly every cultural in the world has a flood story). I would love to see more Old Testament figures.
The options for sets for modern religions are limited because of design feasibility and cultural acceptance. It's easier to offend people and do ''something wrong'' when trying to represent a religion with an entirely different cultural background. Joseph can wear bright red, which makes no sense given the period and his social status, and no one cares. They've already made some faux pas in the Native American sets; imagine how much more risk would be involved in specifically tackling modern religions. Hindu gods and even Buddha would be very challenging to represent in klicky form. They could do Buddhist monks, though they'd look random since there isn't an existing theme for them, unless you just want to throw them amongst the modern klickies. A klicky Muhammad would get them death threats. Klickies can't kneel, so a mosque is out. A rabbi would be interesting, as would Hanukkah sets.
Ultimately, from a business standpoint, they know Nativity sets, Noah's Ark, and St. Nick will sell because these are themes that have a long-standing tradition of being represented as toys in their main markets. It's not like they did the Last Supper. They're picking themes they know parents will buy.
For me personally, I say, bring it on! I want saints and nuns and Greek goddesses and monks and menorahs and churches and cathedrals and chapels and temples....
And while we're at it, pink nuns would be awesome.
http://en.wikipedia.org/wiki/Holy_Spirit_Adoration_Sisters