I think a game whose premise is a religious journey has several strikes against it already.
1) Immersion. If the protagonist is either questioning religion in a way the player has not, or comes to wildly different conclusions, immersion is going to suffer greatly. I don't think religious experiences are universal enough for immersion to not a be a problem.
2) Self-Limiting. Statistically, no matter what a person's religious views are, the majority thinks they are wrong. Additionally, while I have been unable to find a study on religious views of gamers (if any of you have one, please PM or link me to it), my suspicion is that gamers are more likely to be irreligious than the rest of the population. Largely due to only ever seeing protests against games from religious groups... oh, and PETA. The number of successful games that do address religion do so by presenting it as a social tool to bring people together regardless of the religion's validity (Civilization games) or as to tool to actively manipulate the ignorant (Bioshock Infinate, Assassin's Creed).
3) No good models. Religious movies tend towards either treacly pap or exceedingly dark. A religious horror game could probably do well... and in fact, I'd be shocked if there aren't some out there, but stories of personal religious growth, like the OP seems to be going for, tend to be ridiculously saccharin. You also have the problem of no engaging bad guys. Self-doubt or selfishness are hard to present well. And the devil is a terrible foe. Either you have to alter religion as to make the result of a God/Devil fight in question, or you have to give the Devil some reason for starting a fight he has to know he's going to lose... and that way turns gives him noble qualities of going out fighting for a losing cause he believes in strongly enough to be destroyed for. Which is not what you want in a religous game/film.
4) For the reasons above and others, no profit in it. Of the 20 highest grossing religious films (http://www.pajiba.com/box_office_round-ups/the-20-most-successful-christianthemed-films-of-all-time.php), three of the top five are Narnia films... so it seems like the model to make money as Christian entertainment is to cover your religion in allegory. I suspect the same is true of games. Christian messages can do okay, but only if you hide them.