Point out that playing Christian devotional music not only alienates the 15% or so of adult Americans who are nonbelievers, but also alienates believers who belong to competing denominations, as well as nonChristian believers, such as Jews, Muslims or practitioners of native American religions.
The only way to stop religious bad manners is to educate and to flex a little consumer muscle. E-mail or write the owner/manager of the store if they are not present during your visit, and ask for a response in writing. (It is possible that the manager/owner is not even aware that employees may be broadcasting religious music.) Follow up by phone if you do not receive a response. In the case of chains, you may wish to also notify the chain office. (Franchisers often allow local stores to do as they wish, but even they recognize that unfriendly consumer practices reflect on their national reputation.)
If the problem is not resolved to your satisfaction, "vote with your feet" and let them know they have lost a customer. It is not good manners to force religion on guests. The world is full of secular music.
If this is a national policy, contact FFRF so it may send out an action alert to involve others.