Religion is voluntary, and why do you care that the government will know your place of birth or Ethnicity? lolI disagree with pointless questions such as the ones about ethnicity, religious views, country of birth, etc.
I also do not see why they need data on things they already know via other sources (paying council tax, electoral register, DVLA addresses, income tax, schools, NHS surgeries, etc).
For instance they ask information about your accommodation, yet they should have all this info already from the land registry, planning offices and local councils.