There are times when the art world seems like a religious empire. There are great cathedral galleries and pilgrimage sites where treasured art pieces are displayed like holy relics, and this can certainly be a great pleasure on a rainy Sunday afternoon.

This quote is comparing the art world to a religious empire. It is saying that art galleries and the places where art is displayed can be compared to a cathedral, which is a type of church, and the art pieces that are displayed in it can be compared to holy relics, which are special religious objects. It suggests that visiting art galleries on a Sunday afternoon (which are usually closed) can be a great pleasure, just as attending a religious service can be.