In Jain tradition, King Nabhiraj and Queen Marudevi were not followers of any organized religion in the modern sense, because this was before Lord Rishabhdev established the path of dharma in the present time-cycle.

They are described as righteous, noble, and spiritually pure royal parents of Lord Rishabhdev. So the best Jain answer is:

• They belonged to a virtuous royal family
• They lived before the formal establishment of Jain dharma
• Their life was marked by purity, simplicity, and merit
• After Lord Rishabhdev’s birth, the Jain path began to be openly established

So, in short: they were not of a “religion” like we think today; they were righteous beings before the establishment of Jain dharma by Lord Rishabhdev.