Why do religious believers believe that they should not be surrogates parents not be surrogate parents?

It depends on your religion. Because you didn't specify an exact religion, we cannot really answer the question.

Christianity actually accepts surrogacy according to The Bible, (Abraham & Sarah, Genesis Chapter 16). Sarah couldn't have children so she asked Abraham to impregnate their servant instead. Although in other versions, the outcome of the surrogacy is heartache and negativity.

However some Christians will tell you that surrogacy is wrong, despite being supported in some Christian texts. Same applies to other religions.

This is because religion is actually distorted from the original texts that were written hundreds of years ago. Nowadays religion is run by personal belief and followship rather than following scriptures.

For example, coming back to Christianity again, preachers spread in their sermons that "Jesus hates homosexuals" and that "unprotected sex is wrong".

The bible makes absolutely no mention of homosexuality or unprotected sex, therefore, these are opinions of modern man, rather than "facts" from religious scriptures.

Modern religion is not what it used to be when the religious texts were written, it is plagued with misdirection, deception and personal opinions.