Current Lawrenceville student here:
There is a non-denominational chapel on campus, but it does hold services for various religious traditions (both Christian and non-Christian) each Sunday.
Each December, there is an event called “Lessons and Carols” which is very clearly Christian-inspired.
Most Houses hold events for Easter and the like, and Good Friday is one of the only holidays we actually get.
There are a few Christian student groups, and they seem to be well-supported. The school reverend is an incredibly nice person.
I’m unfortunately not that familiar with religious life, but I hope this helps. There are certainly a number of religious Christian students who get along fine here.