You may be thinking this was some kind of anti-religious statement, but in reality it was the result of technological changes in the newsroom combined with government interference in news.
In 1930, the British Broadcasting Corporation was beginning to distance itself from news agencies such as Reuters. Though Reuters was still supplying much of the news material to the BBC, the BBC was beginning to take charge in deciding which stories would air in the radio bulletins and how.
This all began because of the introduction of news agency tape machines in the newsroom at the BBC. In addition to the new technology, information began flooding in from the government.
These were mostly announcements for holidays, traffic warnings, and the like. Because of these, the news staff at the BBC doubled. They soon found themselves teeming with material.
The government announcements soon began to clutter the news bulletins to such a degree that a separate slot was created for them so that the news staff could concentrate on real news.
Problems began to arise when it started to become clear that the government was attempting to exploit the news in some degree. On the evening before Good Friday in 1930, the Home Office wanted very much to deny a newspaper account of an interview with the home secretary.
Because the Home Office knew no newspapers would be published over Easter, it contacted the BBC to make sure the interview didn't take place. Within 24 hours, though, that interview was the only news that presented itself. Pressured by the government to not air it, the bulletin on Good Friday simply said “There is no news,” followed by piano music.