I'm guessing it's a "Thou shalt not take the name of the Lord thy God in vain" derivation: instead of being really bad and using the Lord's name everytime people felt like swearing, they started using religious termology. It stayed with the swearing tradition and became worst than usual swearing.
For an interesting answer, see
this!
edit: I did not expect it, but wikipedia has a
Québec profanity page!