Although there aren't any churches, sacrifices, or long homilies, religious references play a major role in "Yet Do I Marvel." The speaker opens the poem by declaring that God is good. In fact, the whole poem revolves around the apparent contradiction of God's goodness juxtaposed with not so great things in life. So yeah, life can be a bummer, but God won't explain his mysterious ways to us small-minded people, so it's probably no use dwelling on it. However, the idea of God is what allows the speaker to filter his ideas about race and humanity into a fourteen-line poem, which is nothing short of inspirational.
Although God is Mister-Know-It-All in "Yet Do I Marvel", the speaker uses God's apparent paradoxical nature as a way to express his joy and wonder about being a black poet.
In "Yet Do I Marvel" God is a source of confusion and contradiction, and those big question marks in life are what lead the speaker to marveling at his identity as a black poet.