what is the most lucrative religion in the world?

[Millennium]

I think the OP might be talking about the income its members make, not the income the religion itself makes.

If it's the religion itself, then there's a problem in that not all religions are easy to track. There's no problem finding the money when there's a central authority that most of the money eventually flows through (Catholicism, Scientology, and so on). But for many religions, including some of the largest (the various Protestant sects, Islam, most forms of Buddhism, etc) there isn't a central authority, and so it's much harder to track the money.