Saying something is true, because someone tells you it is so, is different to analysing the evidence yourself and forming a view.
Analysing religion and associated proposed/supposed supernatural phenomena requires critical thinking, as there are so many different views to take. In my opinion, the most reasonable spiritual view is agnosticism. This takes into account all material phenomena, in order to make a judgment that nothing is known or can be known about the existence of God based on the physical, observable world. There is an element of metaphysical reasoning inherent in this judgment. This leaves open the possibility that new information or evidence may arise in the future, which could allow one to change views, which is one of the main precepts of critical thinking.
On the other hand, forming a view that anthropogenic climate change is occurring, which uses the abundance of available evidence to form a judgment based on scientific reasoning, is objective and can take the form of a deductive argument, using the elements of soundness, cogency, and validity, as there is so much objective evidence supporting this argument. If one were to question, doubt, or outright ignore this evidence, then they could be regarded as a sceptic, as opposed to a critical thinker who would most likely form the view that anthropogenic climate change is occurring, while still remaining open to new evidence as it arises. There are, of course, inductive arguments which have been used to form the bulk of the scientific reasoning behind the argument that anthropogenic climate change is, in fact, occurring. Once again a critical thinker, in this case, would most likely support or argue that anthropogenic climate change is occurring, rather than being a sceptic and concluding that it is not occurring.
I would agree that scepticism could be rightly seen as an element of critical thinking, but critical thinking is much broader and encompasses objective analysis in order to form a judgment or opinion. This often can't be done when one ignores evidence in order to form a sceptical view. It is often the case that a critical thinker may begin with a sceptical view, but in order to be thinking critically, in the most widely accepted sense, one would need to remain open to new evidence. The evidence for supernatural phenomena most often requires metaphysical reasoning, which gives rise to thinking critically in an abstract sense.