In Mortal Coil, the afterlife is a child's dream.
In Omega Directive, Janeway desecrates the Borg religious ideal.
In False Profits, religion is a scam.
In that episode with the people with the super-transporter Seska, Torres and Tuvok try to steak, the advanced civilization draws meaning from life from stories, i.e., art, instead of religion.
In Emanations, although the episode weasels that there might be some sort of afterlife, it is unequivocal that the alien religion is just plain wrong.
In Coda, the afterlife is haunted by minddestroying aliens.
Chakotay induces visions with a machine, or did until UPN put a stop to it.
In Sacred Ground, the plot permits anyone to read the alien religion as a total fraud, with the old folks just screwing with Janeway's mind. Or as the instant appearance of the spirits. If you can take your pick, it doesn't mean anything.
In Course: Oblivion, we get an object lesson that in the end we'll all die and at the end we won't even be remembered.
Ashes to Ashes tells us that there's no coming back from the dead.
Innocence tells us we're all children in the face of death but reason (aka Tuvok) can comfort us.
There's probably more, but Voyager is quite negative about religion's truth claims, but feels comfortable thinking about it as just another story. Most believers would not agree with this, I think. Voyager is much more honest in its treatment of religion than DS9, which is one reason why many people tend to like DS9 better.