As for why they did this, just like the name of their battle group, they had received a Divine Revelation. A great Saintess had guided them, showing them another path that could better follow the glory of the God King.
The God King was no more than a witch. We should respect Him, admire Him, and be grateful to Him, but we should not be superstitious about Him, because all witches are born equal.
Because of equality, I am therefore the God King.
Of course, this is not to say you should be so arrogant as to compare yourself to the God King, but rather that everyone should strive to become the God King and hold that as their faith.
To believe is magic, so as long as your faith in this goal is strong enough, miracles are entirely possible.
This is the thought of the God King's Church, you could say it's quite rebellious, not to mention calling it outright heresy wouldn't be too far-fetched.
