Look up "Kingsman church scene" or watch the movie. The scene is one of the best action scenes. Won't necessarily spoil the movie but will give up some info.
The government will know you went to church. That's pretty scary if you ask me. Church should be a safe place and having the government track you literally anywhere is concerning. Not to mention it opens up the door for people to be watched even more because they attended a church, mosque or something else.
Technically speaking, anywhere that your face/body/gait can be seen/analysed, is where you will be tracked. At this point, the most prudent thing to do is to completely divorce your online identity from your physical self.