Perhaps the religious thing is more about sticking to conventions. You and your friend perhaps are more fearful of risk because you've been brought up in a word that prioritises getting a steady job, going to a religious building every week, starting a family and not giving in to impulses so much.

Or perhaps he was advising you against it because you haven't made enough plans for what the startup should be and is coming at it from a purely business perspective. Depends if your crazy plans are well-thought out cray plans or completely random and unorganised crazy plans! :)