What does it mean when a guy shares his religious beliefs?

Well, it probably means he trusts you. From my experience telling crushes/boyfriends/people in general about my beliefs (which are not widely understood or accepted), I have to really trust the person first. If he told you that it's precious to him, and he told you about it, then he really has to trust you to give you that information that is so valuable to him. Doubly so since it is something that embarrasses and he still shared it with you.

You say you have a crush on him: this could be a good sign! :D