It is interesting to compare Robert Heinlein and Frank Herbert in their treatments of religion because, as you say, they both use it as a major theme and whilst I don't like the Heinlein, I love Frank Herbert's work (even in the 2nd and subsequent books of the Dune trilogy).

For me, the key difference is that Herbert is interested in exploring the effect of his invented religion on the worshipers and the "messiah". He has some subtle things to say about how human beings seem to need religion and will ignore reality to get what they want, to the extent of making their leaders into martyrs. But even when he's describing the excesses of religion and the inner thoughts of the "messiah" I never feel he's preaching at me (the reader), just showing me how and why religion is making his universe descend into a violent jihad.

With Heinlein, his Messiahs don't have any problems (or at least not any problems of conscience, just problems of plot) and you get the impression that the author more than half believes in the message and wants to convince you how clever it is. That's why I feel he's preaching at me. Go much further in that direction and you end up with something like L. Ron Hubbard and scientology. Now that is scary!

I haven't read the Gor series (and it isn't that I'm just not admitting it!) although of course I've heard of them. Don't know why that series escaped me as at some stage I've read most of the "famous" fantasy series (including a few that I'd admit to reading but not liking, though I still finished them anyway so they can't have been that bad!) I guess Gor just slipped through the net, but it sounds from what you're saying as though I might not have liked it!