Should they? No. Do they? Yes. The fact is that if the leadership of your country derive a lot of their authority from having a religious connection, then they will have to reward that connection by enforcing laws that align closely with that religion. In my experience, the most successful countries are those which successfully separate the two, but religion can be very pervasive and influential because of the structures it is designed around. If you are expected to attend a Mosque or pray five times a day, then certain routines get embedded within your psyche - you're more likely to support politicians who perpetuate and agree with the laws of the religion, instead of allowing man to judge man based on societal morals that may change over time.