Currently such feature has not been supported by WebScheduler. However, since WebScheduler support adding Holiday programatically, if you could parse / read the exported holiday from outlook you could add the religion holiday programatically. Here is the snippet in order to insert new holiday programatically during PreInitialize WebScheduler server side event:

protected void WebScheduler1_PreInitialize(object sender, EventArgs e)
{
    WebSchedulerHoliday holiday = new WebSchedulerHoliday();
    holiday.Date = new DateTime(2008, 3, 1);
    holiday.Description = "Holiday inserted programatically";
    holiday.IsGeneral = false;
    holiday.Name = "Custom";

    WebScheduler1.Holidays.Add(holiday);
}