I would actually beg to differ that ignorance is bliss, since there are consequences for our actions. I actually wish people could raise awareness of more relevant issues sometimes. That's one thing I kinda find flawed about living in the 'now,' because instant gratification, when it's based on the shallows, isn't always beneficial for humanity when we think of long-term repercussions.
I think being balanced is good, and being mindful about our actions is even better. I don't have the link to why smart people suffer in this world, but often, if one is a black sheep/chooses to live authentically, I tend to find that they face lots of challenges, because they are different. Choosing to live that kind of life, even though at times it may be a bit painful, I'd rather take that route than to be a blind sheep. That's true happiness. At least we get to be true ourselves and who we are at heart. Nothing's more satisfying than the feeling of self-love and total self-acceptance.. That's just me though. Nothing personal.
I doubt an ENFP could ever say ignorance is bliss, it goes against almost everything we are and do. But that doesn't mean our beliefs are wrong for everyone else. The fact is that knowing yourself and being comfortable with it is a far greater happiness than ignorance will ever give you (regardless of your type).
On the topic, religion is there to be questioned. Be happy you do it. God gave you a brain to think and an Earth to explore. Thank him by using it

. Religion is actually a dangerous place to be without a mind to guide you. You can have faith in things but completely blind faith is more foolishness. Half the problems in churches are nothing to do with the religion, more the fact that people stand up and say whatever they think will sound good, and other people for some reason listen and try to make sense of it. Some even believe if you make a good analogy with false logic in it, it somehow becomes beautiful and true, rather than a quite misleading and ugly distortion of the truth.
My best tip if you want to be religious is be a purest. Don't get told what to think by others, learn and understand it for yourself from your view. That isn't saying be a fundamentalist, because that is also ignoring use of your brain. Just argue it, analyse it, ask why certain things make no sense and others do. Why some things are important and not others. All that stuff. There are very few respected people in the church who are not self learned, critical and analytical. And very few who don't have other agendas or not have a clue what they are talking about, who would tell you not to be. It's not like God will get hurt and die if you question the wrong thing, or try to understand his messages more. Seek and you will find, etc. I think it is overrating their influence also when people think they will do damage to or offend the omnipotent by not toeing the line. Blind faith is sort of an insult to God in the sense that he sent a message and all people care about doing is memorising and believing in it. Damn, if I created something and people looked at it and said "I believe, praise the Noigmn", I'd be disappointed that they didn't care enough to try to understand me and meet me half way. And what could you chat to them about when they come to heaven? How much they loved and praised you on earth? How many times they read the book each day and their favourite catch phrase. Yay!.. I'd be over it in a few minutes, then what to do for eternity? hmmm... Though I'm not God

. Anyway, my point is think, and be happy you do it! It is healthy, and quite religiously okay.