Thrivent Internship interview questions

I applied online with no reference. I had an interview with the HR person, then got invited to second interview with the Director of the Internship program. They asked basic interview questions and my availability for the summer. A day later, they sent me a test to fill, which basically predicted your success in Thrivent. I did pretty good. At the end of this process of 1 month and a half, they rejected me with no further explanation. HR person sent me an email and said that I did really good job on the given test. I asked why I was not accepted for the internship program. They did not reply back at all. I honestly think that they rejected me because I did not look like their "typical employee" with Christian belief.