Since JHVH of the old testament only seems to be a Hebrew-centric jealous god with anger management problems, it's hard to want to have a relationship with him. Did the ancient Hebrews desire a relationship with Yahweh? Abraham seems to have been the only biblical character who can be considered having had some kind of friendship with the deity. Moses doesn't seem to have loved Yahweh, but rather constantly had to intercdede and in the end was cursed by the God he served into dying before he got to see the fruits of his own efforts. Give me Aphrodite, anyday..
Christ/Krishna/Dionysius/Avalokiteshvara etc. is much easier, as both (they are basically variations of the same archetype) are friendly, if often misunderstood, and display all the qualities of a reality which is basically unknowable. We find some of these qualities to be both good (caring for the sick, the children, teaching various truths), or bad (bringing about death, not using powers to stop suffering). Then we also have mother figure archetypes (Mary Mother of God, Durga, Kali, "The Goddess", Mother Nature) which are missing in many religious practises, especially in some of the drier religions like Jehovahs Witnesses, Mormonism, Protestantism, and Islam.
When you try to develop a relationship with these archetypes (won't go into whether they are real or not, as its not important), you are basically using them to see unto yourself. Know Thyself, as the gnostic maxim goes. What a person sees often depends on what sort of looking glass they use. I think you could find very easilly that, for instance, Jehovahs Witnesses who fixate a lot on JHVH, tend to be proud, arrogant, and easilly irritated. Those who fixate on Apostle Paul's writings, or on the saint himself (and saints/apostles are basically promoted to demigods now, especially since in JW religion they are considered to be ruling over the earth even know as Priest Kings), are probably very much into the almost Rabinnical rules of life. To them, whether they know it consciously, salvation is a goal that can be obtained by going through the rules, even if the rule is simply grace. Those who fixate about Pre-Revelations Jesus, probably are more into trying to develop love and compassion within themselves. Those who fixate on the Governing Body, got a twin-I beam in their eye.