I don't have any specifics about the people and places you mention, but I do have some sense of the wider picture, and perhaps that might help.
On line there is an old (19th century) history of the early Methodist church by Nathan Bangs, which you will find at http://www.ccel.org/b/bangshttp://www.ccel.org/b/bangs -- you might get a sense of the context by looking it over.
In the early Federal period of American history, the "old" Protestant churches from Europe (Presbyterian, Anglican/Episcopal, Lutheran) were looked upon as somewhat tainted by the old, hierarchical ideas that had supposedly been repudiated in the American Revolution. The idea of obedience to revealed authority seemed "past tense."
The Methodists, thanks to the influence on John Wesley of a German movement (Pietism) was much, much more open to peoples' personal experience and individual ideas interplaying with "revealed religion." As a religious message, Methodism seemed fresher and more adaptove than the old ways. In particular, Methodists *encouraged* religious experience and these conversions and ecstacies had the practical psychological effect of loosening peoples' anxieties. (Theologically this is due to an Arminian instead of a Calvanism viewpoint, if you want to investiage those concepts.) Methodist "camp meetings" spread the message like wildfire, and many tens of thousands joined them.
My own sedate Tyrone-Ontario Hendersons had been Presbyterian in the old world, I believe, but in the colonial period of Upper Canada started out as Anglican (the most prevalent church when they arrived). They became Methodists, I believe, because the spirit of the religion was more progressive and actively interested in the ordinary folk as and where they were. (My particular branch later became Baptist, from a Scottish Baptist missionary named Daniel McPhail who was horrified by Methodism and wanted to win the old Presbyterians back to Calvinism.)
I would guess that your immigrant ancestor might have felt some of the same anxieties that Methodists addressed, or else he married a Methodist sympathizer. In any case it would probably represent his desire and intention to "turn his face to the future" instead of lingering on the past....