That isn't so crazy, you know. Somehow Odin managed to pick up the soul of a devout Catholic. There might be more cross over between Odin and Jesus in the Dresdenverse than you think.
Look I'm not really judging but considering overall Murphy's life, especially her years long romance with Hellspawn and breaking Sword of Faith I think we can safely assure her Catholicism is more like Irish thing and convinient excuse to avoid threesome propositions from Valkyries, nothing more
Now srsly - if Odin stole anything from Jesus he should be radically empowered not diminished, it would seem.