It's a take-off on Mark Twain. Remember Huck Finn's "Then I'll go to hell!" when he takes the side of the runaway slave, Jim. Twain's point was that the character Huck takes the moral high ground by rejecting the (in this case, racial) conventions of his society. The idea became something of a cliche, and it is on that cliche that "Million Dollar Baby" rests.
In other words, you can't. Thank you for your response.
Man, you're as bad a literary critic as you are a film critic. Twain's point is that Huck WON'T go to hell, but is willing to do so if that's what convention tells him.
The point in Million Dollar Baby--which you either didn't see or didn't grasp--is that Eastwood's character DOES doom himself by his religious belief, just as his character DOES doom himself in Unforgiven by returning to the ways he turned from to please his wife. If MDB were propaganda using Twain's narrative technique, we would see a scene in which Freeman or another character saying "He doesn't know that the church actually believes euthanasia is ok." But the point is not that he is actually torturing himself over an ultimately correct decision (as is Huck) but that he is making a decision which by his beliefs is sinful.
You might want to actually SEE the movie before stepping out on a limb like this. And get a Reader's Guide to Twain. Bye now. ;)