Many retailers, including iTunes and Zune Marketplace, rely on the metadata provided by Rovi's All Media Guide. A while back I had noticed this problem on Zune, traced it back to AMG, and submitted a correction. Nothing has come of it. Perhaps the band or band's label needs to correct it.
Another detail to add, ....
A while back, Circus Maximus was ranked as (i think it was..) top 10 selling christian bands I didnt even know i was religious!