You don't need to be part of any religion to do the religion exam! The course explores the importance of religion to certain groups and how our faith can be influenced by those around us. I find it quite interesting and would advise you to stick with it!
A lot of schools dont bother with the exam and its a timetable filler. In most places its non denominational so your religious beliefs or lack thereof dont really come into it. I dont believe in god or practice any religion but I still go to religion classes and did it at junior cert as well