Pullman has called himself a 'Church of England atheist'. Just because the author is an atheist doesn't make his work atheistic (despite what some fundamentalists think). The book features angels, and a very old angel claiming to be God that Lyra killed. The implication is that there is a Creator who doesn't make an appearance. I'd say His Dark Materials is more a criticism of dogmatism and the use of organized religion to oppress people, it certainly doesn't take the position that one shouldn't believe there's a God.
I'm not anti-Christian. I'm anti-stupid.