When you look at organised religion of whatever sort — whether it's Christianity in all its variants, or whether it's Islam or some forms of extreme … - Philip Pullman

As soon as men who believe they are doing God's will get hold of power, whether household or village or in Jerusalem or Rome itself, the devil enters them. It isn't long before they start drawing up lists of punishments for all kinds of innocent activities, sentencing people to be flogged or stoned in the name of God for wearing this or eating that or believing the other. And the privileged ones will build great palaces and temples to strut around in, and levy taxes on the poor to pay for their luxuries...and put them poor harmless heretics they flush out to horrible public deaths, to terrify the rest into obedience.

I'm trying to undermine the basis of Christian belief... I'm not in the business of offending people. I find the books upholding certain values that I think are important, such as life is immensely valuable and this world is an extraordinarily beautiful place. We should do what we can to increase the amount of wisdom in the world.

[Washington Post interview, 19 February 2001]

As for what it's against - the story is against those who pervert and misuse religion, or any other kind of doctrine with a holy book and a priesthood and an apparatus of power that wields unchallengeable authority, in order to dominate and suppress human freedoms.