Gotta love the religious zealots; "This isn't true because I don't want to believe it."
Whether or not you can prove it's true, the statement simply means that he did not believe himself an arbiter of religion.
Much as I might say "Country music? That's not my thing."
He was a humble man, and knew, as our founding fathers knew, that it was not a politician's place to tell people what their fath should be. He declined the spiritual governance of the people, rightly figuring that adults can decide their religion for themselves.