Exactly. "I'm a Christian, and therefore I think I have the right to dictate what non-Christians should do in their private lives." It definitely still 'counts'; just because he's religious does not give him the right to be a bigot!
What he's said isn't discrimination, but it could be counted as harassment. Depends on how your management feel, if you would ever involve them. He deliberately said it in front of you, knowing you're gay, and it made you feel uncomfortable. Sorry you had this experience. :(
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