All of these episodes should be personal, to some extent. After all, these aren't static, other-worldly doctrines but we are dealing with the message of life itself. But there is something especially personal about taking the whole theological enterprise and focusing it on your own particular problem: sin. And not abstract sin, but the real stuff.
Jesus was praying a Psalm. Psalm 22 to be precise, and both the Gospels of Matthew and Mark relay the story to us of Jesus praying that Psalm on the cross at the hour of His death.
Waits wants to pen the songs with beautiful melodies and lyrics dark as sin. Whatever his church background, he sings “the big print giveth, and the small print taketh away."