As an atheist, going to the movies offers me the closest thing to a religious experience. I always found myself fascinated by religious art. It is perhaps the conviction of the artist that moves me. Artists I admire tend to have this supreme single-mindedness that is sublime. I think it has to do with form.
Religion gives rigor to the form.
I agree with exponents of Russian Formalism, such as David Bordwell, that awareness of form is the key to the appreciation of art. As you can see, my favorites are formalists with a humanist bend. Not just in movies but in the other arts as well. The music of John Coltrane and Olivier Messiaen or the works of Michelangelo all have this religious intensity. As a Chinese, I'm proud that the Chinese cinema has finally produce a master, Hou Hsiao-hsien.