Warhammer AOS

Ok to preface this may be completely dumb and over scrupulous but I wanted to get some sort of answer before continuing.

I am interested in getting into Warhammer 40k and Age of Sigmar. 40k I have picked a faction that I feel good with and I enjoy. Age of Sigmar on the other hand none of the factions appeal to me except for what are called "Slaves to Darkness." They play demon creatures and are in lore subservient to evil beings. Am I being over cautious by possibly not playing Age of Sigmar because of these themes? I feel like I should be able to play and delineate between game and spiritual life. I also don't want to start playing this faction if it would be frowned upon by the Church.

Thanks for your help.