"I have done unbelievable things in the name of a faith that was never my own."
This is the most powerful scene of the film for me.
The purifier is caught between his original identity and his faith, which is an assumed identity. No one is born a Necromonger, everyone is a forced convert, but a convert nonetheless, in the true sense. They are converted to belief in the Underverse. There is no sense we get in the film that the adherents were anything less than faithful to their faith.
But something happens to this purifier and he is burdened by all the atrocities he has committed in the name of his assumed faith. And, in a bid for redemption (as I see it), he allows Riddick the opportunity to kill the Lord Marshall and commits suicide by walking out into the atmosphere of the planet to atone for all the terrible things he has done.
So what is a "faith that was never my own"? Is it that he wasn't born into it? Perhaps, but I see it differently.
Conversion is the end process of education. After we encounter a new set of ideas or facts about existence, we make choices about the degree to which we adopt these ideas. However, whatever you choose to believe has to be continuous with what you already believe. When a convert hears a message, she recognizes something in that message that resonates and then adopts it because it makes sense at some level. If something makes sense then you can think of it as a lego piece being added to a structure already created.
Thus, if someone claims conversion, but the new propositions are not co-extensive with his prior set of beliefs, the dissonance will eventually manifest itself and the conversion or lack of it, is exposed/revealed. True conversion is a process of building continuity.
So the purifier has come to terms with his inability to juxtapose his faith in the Underverse, the eschatological hope of the Necros, and his need to for self-justification. In the end, the Underverse is not worth the dissonance. The desire for self-peace or wholeness ultimately wins out.