I'm not religious myself but I can feel what it must be like from the track, a sense that the man wanted to escape this swampy carnival with leering pitchmen even as you sense just how comfortable he is with the environment as a whole, how well he fits in. Salvation must have seemed as out of reach, like any brass ring, to a man lured by the money that came rolling in, flattered by the adulation, pampered by the lifestyle, and at ease with casual accommodation of his apparently voracious (and omnivorous) sexuality. Being a lot further to one side of the Kinsey scale than the other must have been another layer on the leaden robe, however gilt, as he struggled to heed the call.
He would of course go back to rock'n'roll. Like Willie Sutton said, that's where the money is. And it's hard to argue with a paycheck, even as unsteady as they are when they're royalties from the record business.