Astofiel kinda hints at this fact, saying he failed to convert her because he came clean too soon, and she was a devout Christian woman.
Then later, Julia kinda confirms that Red's mom is an angel - or at least, an angelic being, some sort of a polar opposite of a demon worshipper. Red's unique heritage this way would explain the wonky powers he has, as well as how he is able to quickly reach his potential.
Also best explains why his mother would inflict that scar on him... an angel finding out she was going to give birth to a demon-angel hybrid would greatly upset her.