This should not be surprising. Certain personalities/mindsets are obviously more prone to religiosity than others. Consider, as an example, the fact that women tend to have a different mindset/personality than men and that this fact may largely be responsible for the disproportionately larger percentage of women than men in christian denominations.
And since our genes play a big part in determining our personality/mindset - of course, our environment and life experience also play a big part - it is to be expected that there will be some genetic correlation to religiosity. Only, I don't think the correlation is direct - as in there are specific genes directly related to religiosity. I think it's a case of genes influencing certain personality traits and those personality traits, in turn, making one more susceptible to religiosity, among other things.