The intention of this paper is trying to enlighten a certain critical value of the study of religious phenomenon. In the first moment, this pessimistic (see definition on the title above) thinking shall touch the field of the epistemological discussion within the area of science of religion in order to show there how the skeptical discipline is the most consistent attitude to face the nonpenetrability of the object at stake, assuming its practical necessary consequence understood as a sort of inclusive agonic pragmatic epistemology. In a second moment, through two historical examples within Christian religious experience, it shall analyze the fundamental critique done by the "Christian gnosticism" concerning Creation (cosmological malfunction), and after that, Augustian/Pascalian anthropology of grace seen as a critique of the humanistic concept of human nature as ontologically sufficient (anthropological malfunction).