Why have some historians labeled the Thirty Years' War as the last religious war, and others the first modern war?
It could be both. It could be neither. The concepts are very western orientated.
The excesses of the 30 years war probably influenced the limited nature of warfare until Napoleonic times. In western government the split between church and state became a dominant concept. This was not the case elsewhere.
The tactical revolution of firepower based armies opened the door to military technical superiority and world dominance of the west.
You are probably thinking that the brutality of that war and large civilian casualty count mirrored the 20th century warfare. Religious conflict outside of Western Europe was alive and well and still lives with us in the modern age. The split of church and state is not a universal concept.
The concepts reflected in these question although valuable in understanding the history of the West need to rethought in a global understanding.