Religion is not the goal of conservatives, it’s a tool to preserve hierarchy in the society. Capitalism is another tool that achieves that.
The people that aren’t wealthy but are conservative benefit from hierarchy enforced by religion. It ensures that they’re not on the bottom of society - that place is intended for various minorities.
If you’re at the extreme bottom there’s little chance to move upwards in capitalism but it’s comforting to have some undesirables who have it even worse than you.