As long as the religious belief of the person governing does not promote or condone acts of violence against those governed, or in the repression of those who fail to share his/her religious convictions, then the beliefs that the governor holds are not a newsworthy event, or even the public's business.
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It's really none of the public's business what religious beliefs a government official has if it's not impacting their job.
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Regardless of someone's religion impacting their job or not, it's always the public's business and right to know.