I personally really do not like religion. And if you buy a quran and burn it at home, nothing will happen. Nobody will care.
But what is your desired outcome, if you take the book that is holy to some, and burn it infront of their eyes? There is only one answer to this and that answer is the reason for these laws. You cannot go to a pride parade and burn rainbow flags in front of their eyes either. It is rather obvious why.
Lore and story? Haha thats the worst thing about their games these days.