A religion in which a god set up the universe to allow evolution to naturally produce sentient beings like us would be a religion entirely compatible with evolution (like various forms of Deism or even Catholicism). So are other kinds of religions, e.g. a religion that lacks a god (like Buddhism), or in which god only presides over but does not create (like most early pagan religions), or in which the universe is becoming god (as in process theism), and so on.
Basically, you can change your religion so that it is compatible with evolution, or you can deny evolution. You have no other option. For various reasons, people don't like changing their religion. So they choose to deny evolution instead. They are not compelled to do this. They choose to.