As an atheist, putting the Bible in non-fiction makes sense to me because it's a true statement about the beliefs of a certain people. Whatever your religion, few people would consider reading the Bible to be "story time" in the same sense as Harry Potter, A Tale of Two Cities, or even something like The Odyssey. You're either studying the Bible to learn about God, or you're studying it to learn about other people.

That's not to say the line isn't murky, but that's true of any human classification system.