'pro-religiously' is built from the prefix 'pro-' (from Latin 'pro' meaning 'for'), the adjective 'religious' (from Latin 'religiosus', related to 'religio' meaning 'religious observance' or 'reverence'), and the adverbial suffix '-ly' (from Old English/Old Germanic suffixes indicating 'in the manner of').

'religious' came into English via Latin 'religiosus' (through Old French and Middle English) and became 'religious' in Modern English; adding the English adverbial suffix '-ly' produced 'religiously'; the productive prefix 'pro-' was later attached to form 'pro-religious' and then 'pro-religiously'.

The components originally meant 'for' (pro-) and 'relating to religious observance' (religious); combined with '-ly' they produce the sense 'in a manner favoring religion', a meaning that aligns closely with the original component senses.