So, I once talked with this Christian philosopher (seriously, he has a Ph. D. from a catholic university) who also happens to be a writer (of a kind of fantasy, but it's much more complicated). And he said that yes, in a way all fantasy is heretical, because it shows worlds with gods other than God - but on the other hand, what really counts is the message, so to say, the morality of the world. Well, I guess on that count Bakker would also fail miserably in the eyes of Christians.
But there is also one more thing - at least over here fantasy and science-fiction was never treated seriously. During the communist times, if you wanted to write a scathing critique of the regime and have it published by a state publishing house, you could write a sci-fi novel, because censors never really treated sci-fi seriously. And the same goes now for morality issues. Mainstream books are widely criticised (by different groups, of course) for gender issues, immorality, attacks on the church, you name it, while sci-fi and fantasy remains, so to say, under the radar.
BTW, one of the most openly heretical fantasy books is a YA series "Fallen" by Lauren Kate - and even though it was a huge hit, nobody noticed. Because it's just one of "those stupid fairy tales for kids".