I’m pretty sure he was raised a Catholic, and even sang in the choir.
He had no choice in who his parents were.
He was actually an altar boy when he was very young. Not much of that translated to his adult life, though, as the number of Catholics he sent to the camps attests. I don't think he could really be described as adhering to any established religion at all, though. He appeared to enjoy some weird neo-pagan Wagnerian operatic mysticism a lot on occasion but any faith I've ever been able to discern in Hitler was strictly in himself as the savior of the Aryan people, whoever he imagined them to be.