Tbf, the statistics on religion need some more context.
In Germany, catholic and lutheran etc Christians who are registered as church members (through baptism) have to pay a church tax (for admin, maintentance of buildings, income of the priests and other personnel...) which is directly taxed at the source from your income. You cannot opt out unless you officially leave the church, that means you are not counted as belonging to your church anymore in these statistics.
There were also many abuse scandals of both denominations, which happened in decades past but have started to emerge for some years now.
Both cost of living and the scandals have moved many people to leave even though they still have faith and consider themselves Christians.
In Eastern Germany, formerly socialist Germany, religion played a lesser role to ideology, and it seems the socialist state discouraged people from joining the church. When you grow up without religion, it is probably not easily added to your life as an adult, so in Eastern Germany, religious affinity is lower, too. I don't know how successful church attendance was after the fall of the Berlin Wall. On the other hand, the Eastern German churches (which were permitted but under observation) had a part in the demonstrations against the socialist government before the fall.
However, only looking at the statistics without the context could give an incomplete picture.
On the question of bollards protecting the markets: these were there and have been for years, but in this case in Madgeburg, they had one route without bollards for emergency services and firefighers. The officials said this route was protected, too, just not with the same physical barriers. It wasn't explained what these other measures were.