Was this in doubt? I always just assumed the God of War universe was essentially our universe. And when they cut from Greek to Norse myths I just assumed everything was fair game after that.
I don't think Cristian lore is gamey enough tho
Tell that to the Old Testament. Shit gets pretty metal.
Seriously though, if you really want to get technical about it, there's a whole pantheon of Canaanite gods that were basically absorbed in to what would become the Christian god. Not that I think they will, but there's a lot of rope for them to run with if they wanted to do Judaism / Christianity, even if you don't consider the pre-monotheistic stuff, there's angels and giants and dragons and plenty of heroes with blessed powers. Hell if you want to get really in to the Abrahamic religions there's a lot of mysticism in Islam, some of it inherited from earlier Arabic cultures.
I wouldn't expect to see Kratos throwing down with Jesus by any means, but he could wrestle some angels or throw down with Samson, he could meet Nimrod in the forest on a hunt or be helped along by a mysterious figure that turns out to be Cain, who tricks him in to killing the Archangels so that Eden is unguarded. Though the height of this mythology predates even the first games by a while, by the time of the Greek city states most of the other Canaanite gods would have been killed or forgotten, some of the mysticism would probably still be in tact by the time the most recent game is taking place, but I don't know an exact date there.
It might make sense if he returns to Greece at some point after the current cycle, maybe via Britain and Ireland or central Europe, encountering the gods of the Celts and the Gauls in their waning days, then running in to the Roman Empire in the early stages of Christianization? But even then it wouldn't make that much sense to have the more mystic elements showing up in Rome. Maybe if he returned to Greece from the other side, going through Russia, South East Asia, India and the Middle East. That could be pretty sick. Who knows, Kratos gonna Kratos I guess.