The original Norwegian bands, with the possible exception of Ihsahn from Emperor, despised LaVey for being "life-oriented" and hating Metal. LaVeyanism is "Objectivism" + Satan. It's bullshit. If there are any Black Metal bands around that practice or follow LaVeyan Satanism, they deserve death. The only Satanism worth respecting is a Deistic Satanism, which would probably involve recognising entropy as the most fundamental law of the Universe, using "Satan" as a metaphor for gradual degradation of matter/essence, or as a metaphor for "Chaos" in general.
Euronymous's interview there seems primarily concerned with Extremity, rather than with anti-Christianity. They wanted the Christians to become extreme again - dark, even in their supposed "holyness" - because they saw that as the proper way for a religion to run (realistically, rather than idealistically). The problem with Christianity wasn't Christian beliefs, it was Christians themselves, who were weak, foolish sheep.