Organized religion could most likely appeal to any type for various reasons. An example is the ambiguity of religion that makes everyone fear an eternal fiery Hell. Some people will choose to believe it, others will not. But the point is, no one is truly sure it exists or not. Religion can make any type fear having an open mind.
And with that said, I think religion is more likely to appeal to an N because of its abstractness. That combined with a need for definiteness would lead the NJ to become a religious fanatic, who would take the ambiguity and drive it to closure. I, as an NJ, however, am not particularly interested in religion for those reasons. If anything, religion interests me because the stories stimulate my imagination.
The way I can most easily see Ne working its way into religion is using it as a way to manipulate a crowd (if the ENxP so chooses, that is). Case in point, Charles Manson and Jim Jones, who were/are very likely ENFPs.
For all intents and purposes, a cult is simply a religion that hasn't been welded into a tradition. Jim Jones, however, used a traditional religion to start a cult.