Christian mythology can be interesting, but...
...I'm half-hoping the supernatural element in The Messengers is a giant red herring for a sci-fi show about an alien invasion. Because it has precious little of interest to say or show about God, angels or the Devil.
Christian myths transplanted into modern day can make for great stories, but if you're building an occult mystery show around them, you absolutely need to nail the "mystery" part! They need to evoke wonder, curiosity, preferably even a bit of fear. Shows like Supernatural, Sleepy Hollow and Constantine have tried to integrate Christianity into a larger setting, full of hidden supernatural influences and different factions fighting a secret war in which humanity is just a pawn. The key to this entire thing not feeling like hokey proselytizing is to retain the mystery and ambiguity, while inserting a few original spins. "Simple" is good for biblical parables, but mystery shows need complications and twists. Even unveiling a few supernatural mechanics ("angels can be banished with enochian runes," "demons cannot cross salt," "the horsemen of the apocalypse are sensitive to UV light") can evoke the feeling of exploring a hidden reality, perhaps beyond science but not (entirely) beyond understanding.
The Messengers, on the other hand, just states plainly, "God is angry." An inscrutable cosmic entity is reduced to a petty human emotion. There's angels (regular humans with superpowers) and there's a Devil (regular human defined primarily by being bad and conveniently vanishing), and that's pretty much it - the "how" and "why" is swept aside. The flair is nonexistent. No effort is put into believably integrating these elements into the world, or at least obfuscating them behind occult mystery.
I think the reason why people "buy" shows like Supernatural, but then say the Messengers feels like Sunday school, is that the latter has nothing to hide. It doesn't ask you to understand the motivations and job descriptions of specific demons, the intricacies of why angels cannot help Constantine, or why Purgatory houses God's primordial experiments. It asks to be taken at face value, like it's in a hurry to get the whole supernatural thing over with so it can focus on its characters (pffft, sure). All we get is an info-dump from a convenient character whose power is literally "exposition," who relegates us to another convenient character to have plot-driving visions. That's why it feels like a lecture; it fits the biblical mold of, "God contrives a problematic situation and asks humans to try and fix it, so he could teach them a lesson." That's fine for a bare-bones morality play, but it is hardly entertainment.