I always figured it was either in some fashion defiled, perhaps in the taking of whatever structure he used as foundation, a chapel in worship to something suitably foul that otherwise keeps the aesthetic pretense of appearing ‘holy’ (and the ‘false chapel’ isn’t an unheard of tactic for luring in prey in some monster/cult/demon stories), or else a largely ineffectual chapel deliberately constructed as a deliberate mockery of the religion he so reviles that took his beloved from him. Possibly some combination of the above. It’s entirely possible that it exists so creatures that side with him but have holy origins - fallen angels, revenant paladins, heretic priests, victims thereof, ect - have a suitable abode for themselves. Still under his command, but perhaps not TOO close to places he frequents. Just because they’re allied monsters doesn’t mean the wavelength of holy auras won’t make your teeth buzz. I mean, the guy even had a holy variant of the Armor enemies. And earnestly if you ever heard the original way things like seraphim and angels were described, the bloody things were closer to unknowable Euclidean horrors than the handsome blonde men the church later decided was more publicly attractive. Heck, don’t even get free will, just ‘do what god sez exactly how he sez or be damned’. No wonder Lucifer got a swift Kickstarter.