7 of the 13 States had Religious Establishments in one form or another at the time of the founding. Had the Constitution been considered a threat to those establishments, it would not have been adopted.
The BoR is a set of constraints upon the general government, not the States. Only with post civil war court cases do we see the eventual incorporation of all the BoB against the States (most recently Heller et al.)
However, the 1st amendment is specifically targeted “Congress shall make no law...” A State is not Congress. To broaden the reach of the amendment is to rewrite it, something that the constitution reserves to the People and Congress, not the Court.
The Supreme court has long held that the 1A applies to state government, as does the second. Next time a state government tries to ban the sale of firearms, let me know your thoughts on that.