He was Christian, how well he understood the religion is debatable.
He was killed by Thrax, who upsurped the throne, and started the Third Century decline. The Roman Senate was decidedly opposed to Thrax, likely outside of Hannibal I can't think of anyone they despised more. They kept spawning counter emperors to kill Thrax.
Alexander Severus was martyred as a Christian, but never sainted. I dunno why. Philip the Arab would also flirt with Christianity until Constantine took the plunge.
Roman Senate apparently didn't quite grasp Christianity upon Alexus' assassination. They had him deified as a God, which undoubtedly will cause a bit of humor on judgment day. "I can see here emperor you tried to be a good Christian, and died a martyr. I also see you were deified as a pagan God, a temple was built for you, and sacrifices presented in your name".
Can't blame him for stuff outside his control, right?
He had just dealt with a Persian war prior to Germany. It was less than Alexander Severus, and more Thrax's sense of superiority arising from his giantness that undoubtedly caused him to upsurp the throne. He claimed he could fight the Germans, and pointlessly did so. Without the Senate.