Yes, they are “Christian” in the sense that all of the mythology and practices for their worship of Satan are derived from Christianity, and they still believe in a Christian God.
It is just that these people believe that they are defying and opposing the Christian God (Fighting for the other team). They still believe in this God, just no longer have it as the object of their worship and devotion.
This is also the more traditional form of Satanist in our society, and one which the more modern Satanist tends to oppose. The Modern Satanist is a self-worshiping atheist, and as has been pointed out, tend to place everything in the context of self-interest. It is a highly utilitarian philosophy, but often marred in actual practice by ignorant fools who don’t seem to understand the difference between just acting like a selfish dick and acting out of self-interest (doing things which improve one’s condition in life, not things which worsen one’s condition)
Well, they both (according to Christian Myth) are truly bad characters.
It is unfortunate for God that Satan (Lucifer) had such a reasonable request “Gee, Jehovah, It would certainly be nice if you let us try out that chair every once in a while.” Basically, Lucifer’s crime was one that is only a crime in a state where the King is seen as having divine authority to rule, and all else is seen as beneath such things (thus reflecting the Divine Order)
It was this act upon which Modern Satanists seized to create a new mythology for Satanism, where it was reason rebelling again an order that was corrupt and tyrannical.