If you're a believer, like most in this country are, you probably believe God (Allah, Yahweh, or whoever) has a role in almost every aspect of our World and of our lives. You probably feel you have a personal relationship with your God. Doesn't President Obama supposedly have a personal relationship with God? I go to the same Catholic church that Vice-President Biden goes to. I'm assuming everyone else sitting in the pews with us has a personal relationship with God. They're knelling and praying and communicating...they wouldn't do that if they don't think there's something there. People ask their god for direction all the time, and many feel they're led down a direction, sometimes one they wouldn't otherwise choose, because of God.
I don't know a lot about Herman Cain or his faith other than that he is a good man, but his statement makes complete sense to a lot of people in this country. I bet you Colt McCoy can empathize.