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.
Just came across this interview with Robert Aumann. On pgs. 20-27 he describes why and how he believes in Orthodox Judaism. I don't really understand what he's saying. Key quote (I think):
Anybody have a clue what he means by all this? Do you think this is a valid way of looking at the world and/or religion? If not, how confident are you in your assertion? If you are very confident, on what basis do you think you have greatly out-thought Robert Aumann?
Please read the source (all 7 pages I referenced, rather than just the above quote), and think about it carefully before you answer. Robert Aumann is an absolutely brilliant man, a confirmed Bayesian, author of Aumann's Agreement Theorem, Nobel Prize winner, and founder / head of Hebrew University's Center for the Study of Rationality. Please don't strawman his arguments or simply dismiss them!