There is an abundance of evidence to show that Shakespeare was a profoundly Christian playwright—and far more thoroughly concerned with the theology of grace, repentance, and redemption than any of his contemporaries. Here I should like to note one characteristic of his view of the world that seems to spring from his Christian faith—for it certainly does not spring from any recrudescence of paganism in the Renaissance, nor from the worldly laxity that sets in with the fading of western man’s assurance of Christian dogma and morals. For Shakespeare, chastity is as near to an absolute value as it is possible for a virtue to be.
Esolen, who really is one of the most careful readers of literature Christianity has, makes a pretty compelling case that Shakespeare’s moralism is deeply Christian. Regarding The Tempest, he writes:
Perhaps the finest affirmation of male chastity, though, is to be found in The Tempest—the finest, because it is expressed in terms that frankly acknowledge the fire of eros, and the longing for the wedding night. Prospero gives his daughter Miranda in marriage to the prince Ferdinand. But he warns the youngsters against untimeliness, a crucial motif in this play inspired by the season of Advent. Unchastity is, in its refusal to wait for the proper time, a sin against nature, one that will spread the marriage bed with weeds, and no fruitful harvest.
As they say, read the whole thing.