Really sounds strange to you? I'm pretty familiar with 'Christian Blues' - lots of Jazz influenced gospel played at the jazz and blues type festivals my mom was into. They had kickin' Sunday services during the jazz festivals at a Baptist church... where they handed you a fan when you walked in it got so hot in there! :~D Haven't you seen the Blues Brothers?
Christian music played with a blues scale, I can see - gospel blues type stuff is something I've heard.
It's just the idea of Christian Blues lyrics that could be funny..."Woke up this mornin'..."
Um...hmmm...where could it go from there?
Nope, I haven't.