He knows Jim Murphy's faith in humanity will be the pastor's downfall.
He's not religious, the silver cross he wears is only a souvenir, but when the Catholic walks through the Roadhouse for the first time he's the only one who doesn't stop and stare. Jim's not the first man of God to fight the good fight and he won't be the last.
What strikes him about Murphy is that he knows they exist: Heaven, Hell and the kindness of strangers. It's not the wavering, dying faith he sees in some of the eyes of the others. To Jim there's a God whether you believe in him or not. Personally it's too late for him to find faith in a master plan that isn't driven by the machinations of Hell, but Murphy's reassurance almost - almost- makes him want to try.
He sincerely hopes Jim finds his Heaven but even before:
...Pastor Jim...Yeah...throat slit...some cathedral in Minnesota...No shit it's ironic -
he knows there is no God. Because Faith and Death go hand in hand and the silver cross around his neck shouldn't belong to him.