In honor of Reformation Day I'll post this.
https://youtube.com/watch?v=NZwa8_csUek
It's simple: In the real world (which X-Men still has as its setting but with mutants), religion exists. Every culture, every society has some form of it. Nightcrawler was raised in a church (think of him as Quasimodo but blue and with a tail), because churches are traditionally sanctuaries, and you expect decent priests and monasteries to practice what they preach. Therefore, part of Nightcrawler's ideology stems from him being raised hidden away by people but still understands he has a soul, and that God is the creator of his soul. He's optimistic for that reason. Logan wanting to find some kind of solace from his trials means that, perhaps, he could try religion to see if that helps, but even if it didn't work for him and it made him angry, he can still recognize it does work for others and leaves it at that.
This is also known as honor, which this comment points out the sad truth:
Honor comes with trust and loyalty, traits which are discouraged or even forgotten within generations in place of "muh fee-fees". It's also something that has many layers that can't just be simple black-and-white terms among adults, and the topic of religion typically corresponds with it.
Nightcrawler's story was written by someone who at least understood that because they knew of God at some point in their life, which was carried on in the '90s script. A Millennial today would not have written something as poignant and nuanced because chances are extremely high among this generation that they abandoned God, or never did know of God due to not attending church. Or they watched Moral Orel or other critical take on religion but took away the wrong message.