Honey, how old are you? Dont sit through a conversation like that. If he insists, insist back firmly and politely that you beg his pardon, BUT YOUR FEELINGS AND WISHES ARE NON NEGOTIABLE. And then say Im so sorry you feel upset, if he feels upset, but I dont want to discuss this any further.

Seriously. You aren't his daughter and this is creepy.

It is offensive. You have every right to keep your beliefs private.

And your friend is not a true friend if she cant manage to stay your friend without you having the same religion or practice as her.