Re: Dillema
what country are you in? in US he can not ask those questions.
when asked questions like that best policy is to state what you stated at the end i.e. religion is not an issue and does not impact your professioanlism.
Travelling would have been an issue as you noted, but in large consulting companies, some interviewing people dont really matter, you dont report to them, and even if you end up reporting to him on some project, he simply can not paint you in a bad light very easily. But I understand the feelings of not going to a company where someone has acted in such a manner.