*********SPOILERS!!!********* (itch c'mon add a way to spoiler our comments already dangit)
I do wish we would have gotten slightly more about what "transcending" meant. But, then again, I like how the game leaves certain things about the religion vague. It makes it feel...more realistic? Because no matter your religion irl, it's impossible for you as one person to know the whole truth.
And there's also the question of at what point religion turns into cultism. Not finding out the whole truth about his backstory also made him feel real. It made him feel more human.
Real people who have suffered trauma... we never know the full story of what those who caused our trauma were thinking. Why they hurt us the way they did. How they justified it to themselves. Real life trauma sufferers are left wondering all the time why we were treated the way we were. Sadly, most of us never really get a full answer, because those who hurt us either aren't around any more, or they still think they were justified.
So whilst some stories might be annoying when they don't give answers... I mostly think leaving things up to interpretation was a good move here.
...Transcendence is the only thing I wish would have been hinted at a little better. We weren't given much at all to go off of, unlike other aspects of the story.