Religious is a foreign concept to Squall. His world has nothing even approaching it. There was Hyne, the powerful diety who created mankind and left his powers to the sorceresses, but he was more of a vengeful figure because humans had grown too overpopulated, at least according to legends. Squall wasn't even sure if that were all true, but true or not, nobody was worshiping him.

So when he happened to interrupt Kurt's prayers, Squall didn't know what to say. He shook his head, though.

"You were here first. I was just looking for somewhere quiet to think. I'll just pass through." But Squall's expression is clearly puzzled about the book, rosary, and gesture.