No, not the europhilia (although that grates) but the Heresiarch has something about his religious faith:
It makes people think I’m peculiar and lack intellectual fibres because I don’t have any doubts about my faith, but I’d be terrified to have doubts.
Which is really a rather odd statement actually.
For his faith is Catholic, Papist, he’s married to a divorcee (brief marriage, probably shouldn’t have happened in the first place, but rules is rules) and he’s been known to complain quite bitterly about not being able to receive communion as someone married to a divorcee (but rules is rules, see?).
It’s just a bit difficult to believe both things, that the Church is right (“no doubts about my faith”) but also that marrying a divorcee and taking communion is just fine.