As far as I can tell, any single noun that's capitalized sounds religious. I blame the Bible. However, in this case it's just a short-hand for the sequences of topically related blog posts written by Eliezer between 2006 and 2009, which are written to fit together as one interconnected work. (
https://www.lesswrong.com/tag/sequences ,
https://www.readthesequences.com/)