I get the feeling that this song doesn't have that simple of a message. Electric Six has never done songs endorsing any particular religion and I doubt that they would start with something like this. It seems like a song about a man in a downward spiral (crime related? maybe drugs, with some of their other songs) who is bringing down the woman that he loves. He realizes this, but can't stop what he's doing, hence the "I'm sorry that I am what I am".
I get the feeling that this song doesn't have that simple of a message. Electric Six has never done songs endorsing any particular religion and I doubt that they would start with something like this. It seems like a song about a man in a downward spiral (crime related? maybe drugs, with some of their other songs) who is bringing down the woman that he loves. He realizes this, but can't stop what he's doing, hence the "I'm sorry that I am what I am".