You actually have go through a formal renunciation process (which is done at a state authority but your church will get notified and will not be pleased). That checkbox doesn't actually do anything, it is just your declaration of the official religion status. Lying on tax forms is, well, not the best idea.
Ah I see - I moved over as a foreigner (no previous religious affiliations) so that’s probably why I didn’t have to do anything beyond the taxation declaration.
You still have to officially renounce your church membership if you're member of either the catholic or protestant church. Otherwise the church may at some point come and recoup past taxes for up to 10 years.