The judge should have called him Sue. He'll need to grow up tough and all that jazz.
Other countries have rules much worse than this. In Norway, a guy wanted to change his name to Harley Davidson (he was obviously a motorcycle nut), but they made him change it to Harley Davidsen (note the 'e' rather than an 'o') because Norway ends such names with the 'en' while those lousy Swedes use 'on'. And they like keeping things different.
Not the same thing, and perhaps not quite as stupid a reason, but at least it isn't without precedence.
On the bright side, when the kids joins this site in 15 or 16 years as an atheist, his first name will be easier for him to live with.
But the judge was an asshole. It isn't his call. Especially his reasoning. And especially since there used to be lots of people calling themselves the messiah. Even before Facebook. But hey, maybe this will be the worst thing that ever happens to the kid, and he'll end up being pretty happy because of it.