I've been boring the Lovely Wife catatonic, trying explain why this character is so engaging. Here's the breakdown: Before Robert Howard defined the Sword and Sorcery genre with Conan the Barbarian, he first completely subverted it by telling very similar pulp adventure stories starring a prudish, indignant, and completely bad-ass Puritan.
This seems simultaneously ridiculous and perfect. Consider:
The God that holds you over the pit of hell, much as one holds a spider, or some loathsome insect over the fire, abhors you, and is dreadfully provoked: his wrath towards you burns like fire; he looks upon you as worthy of nothing else, but to be cast into the fire; he is of purer eyes than to bear to have you in his sight; you are ten thousand times more abominable in his eyes, than the most hateful venomous serpent is in ours.
If Jonathan Edwards didn't ever actually travel the world tearing into brigands and werewolves and whatnot with all the Righteous Fury of a Vengeful God, then it is an accident of history, and we should all be grateful to Mr. Howard for setting it right.