I don't think he was saying that copying software is wrong because his religion says so. When he is talking about that example, he says:

"In short, you can be a moral person, but morals are often equivocal. In the eighties, copying software was considered moral by many people. The point I am making is that religion - at least my religion - is a sort of force, a way of making a commitment to conduct yourself in a certain way, which is good for the individual and good for society."

In other words, he is saying that copying software is bad for society, but vague enough that it's easy for people to cut corners. His religion prevents that sort of thing, and in that way it is good for people.

I don't agree that copying software is bad for society, but in any case I don't think he was trying to prove a fact about the world from his religion.