One of the very few useful functions of religion is that it provides a library of widely understood symbols and tropes which can be applied by those outside the church to ironic purpose. That is, I think, what Auden is doing here.

There is ample evidence throughout his work that he would have liked to believe the comforting lies of the church, and would have, perhaps, if they had not been so patently absurd. In the end, his receptive awareness of absurdity trumped his wistful awareness of divine promise.