I've actually walked out of several stores because they were playing Christian music. Again, we aren't talking Christmas tunes but Christian pop music. My main objection is not so much to the theme but the actual music quality -- It's uniformly horrible. Lyrics are unimaginative, singing is for the most part amateurish and/or over-the-top histrionic, and the instrumental arrangements are somewhat less inspiring than elevator music.
If you want to play Christian-inspired classical music like Bach or Handel, though, I'll be right there humming along.