How to tell the interviewer that I don't want to work on a particuar
type of projects for religions reasons?
You simply need to state the types of work restrictions your religious observations require, and ask if that would cause a problem there.
Clearly, this is an important factor in your decision regarding which job to choose. For any such factor, it's best to be up front about it, and weed out the companies where that would be problematic.
Would this decrease my chances of getting the job?
Perhaps. But in a good way.
You don't want to work for a company that would put you in conflict with your beliefs. Best to get that out of the way up front and quickly move on if it's a problem. Part of your job when interviewing is to find a company that is a good fit for you - financially, career growth-wise, personally, culturally, and keeping in mind any factors that are important to you.
If you are working with a headhunter or recruiter you can specify that requirement up front. That could help avoid an uncomfortable conversation with the hiring company themselves.
Some companies would be big enough, with a varied enough client base that they could assure you that you wouldn't have to work with clients you'd like to avoid. Others aren't in a position to offer that option. You want to interview with the former, and weed out the latter. Conveying your job needs early can speed up that process.
When I looked for a new job in recent years, I was always explicit in my desire not to travel at all (not a religious thing, but very important to me and my family). That meant I rejected several jobs. But the jobs that remained fit my needs.
And when I'm hiring people, I want to hear their particular requirements as early as possible, so we don't waste each others' time.