Pullman, perhaps, denigrates sermons with this statement, by implying they are merely messages. Instead, as John Donne's sermons (among others) show, the sermon is a genre of writing with its own artfully wrought pleasures. At any rate, Pullman didn't write a sermon, but an allegory - another literary form that also has veiled and multiple meanings. Indeed, one would have to be simpler and more naive than any child, let alone adult, reader, to think that books, even vastly entertaining ones, do not, and cannot, contain coded, ulterior messages. One thinks of all fairy tales, most nursery rhymes, and Jonathan Swift's Travels.
I think Pullman's books are brilliant, and rather fun. But let no one be fooled: they are also opposed to the idea of a hierarchical church system, let alone a God, in the Christian sense. However, those who seek to ban the film do so foolishly. Existential literature has expressed deep anguish at the seeming loss of God throughout the last 120 years or so - and the Church has not crumbled, nor has faith diminished. God's absence, and presence, may be in the mind of the beholder. But a movie isn't going to accomplish what Philosophy With A Hammer could not. Relax, and pass the popcorn.