The last stanza, in which the voice talks about "something so big" he can't understand, has nothing to do with his surprise at not being in Christian heaven. Rather, he's unable to let go of his own self-identity (his humanity is the "baggage") and become part of divine consciousness. It's basic, run-of-the-mill pop-Hinduism, which has been infused in Western culture and music ever since the Beatles went to India and kids started reading Salinger.
The last stanza, in which the voice talks about "something so big" he can't understand, has nothing to do with his surprise at not being in Christian heaven. Rather, he's unable to let go of his own self-identity (his humanity is the "baggage") and become part of divine consciousness. It's basic, run-of-the-mill pop-Hinduism, which has been infused in Western culture and music ever since the Beatles went to India and kids started reading Salinger.