It's a bad religion
To be in love with someone
Who could never love you
The bad religion is his unrequited love— expressing his disappointment of his first love and taking a jab at the lack of gay tolerance in the religious communities.
He’s basically saying that he worshiped his first lover in the same way he worshiped God— in a different, but very similar way. That’s also why he uses the phrase one-man cult. Cults have an excessive admiration for a particular person or thing. In both instances, he did not feel the love was returned.
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