Heres a question....
Waaaaay before the golden Age, when the emperor was young, fluff talks about him wandering as a stranger around the world, moving from identity to identity, helping the needy etc etc, We DO know he was given life in Turkey on Earth around 8000 BC, created by shamens/witchdoctors of the time who sacrificed themselves to save humanity by giving their energies to one body - The New Man. "BC in this sense seems very odd in deed!"
I suppose it boils down the question of, Is the warhammer universe based on OUR Earth, or a different earth that had different events etc. I havnt read any major fluff for quite a while but remember wondering at this question?
If it is, then its very possible that the emperor WAS jesus, was crucified and then his immortality brought him back to life etc etc and then he changed his identity, forming Christianity, which could be the foundations of the Imperium's faith
He had the power to heal and ease suffering and could read minds etc..it also says in fluff throught history he took the roles of leaders, "messiahs" etc