What is the academic approach when the supervisor attacks student's religion? What is the academic approach when your supervisor goes off-topic?  In other words, what is the academic reaction for a PhD student when his supervisor starts attacking the student's religion? 

I must say the fact that I'm an international student coming from a different culture. I looked over his publications/current students and everything seemed to be fine. He even interviewed me for admission and everything went fine.
When I started my degree and first met him, I thought we would discuss research oriented projects but surprisingly the meeting took another direction when he started discussing with me my religion beliefs and how do I view the world!

Discuting this was the start. In several subsequent occasions, he started to tell me what he sees good to me and why my culture is a bad one .

Right after the interview, I was thinking about withdrawing from the program and finding another supervisor in another school (Yes I answered him in an honest and polite way what I belief).

I have nothing against him and he is a very kind professor but I feel I'm not comfortable in his environment. Now, I'm planning to go somewhere else. If it counts, I pay my tuition fees and he pays me nothing.  

The question is:  What to do when your supervisor goes off-topic and discuss your personal issues? Not only this but also send you several emails about it.
No matter what the advisor's beliefs are, it's not OK to discuss a student's differing beliefs AND criticize them. It's the criticism that takes this from honest exchange of views into a more dangerous territory: your advisor is in a power relationship with you by definition and it's impossible to have a discussion "as equals" while this relationship is active. 

If you think that the relationship and his continuing advising would be beneficial to your career, then you might try to have a chat with him where you indicate that these topics need to stay out of bounds. And I'd erect a high bar for "beneficial". 

But if your assessment of value does not cross that high bar, then I'd follow JeffE's advice and run.