You know it takes real Faith to be a Christian in a Marvel or DC universe, I mean there are tons of Gods running around and appearing on Earth all the time, yet the one which they believe in, never shows up and never appears anywhere.
I always thought that was a bit weird.
Shortly after the time of Jesus Christ, some Buddhist council was considering adding him to the list of "official incarnations of the Buddha." But then they realized that his story was so powerful, that he would completely take over and alter the religion; so they decided against it.
It's the same thing with the DCU. If Jesus were ever to show up, even if only in a guest appearance, every other character would instantly become an extraneous second rate second stringer.
And imagine the fan debates! "How come Jesus doesn't throw all the nuclear weapons into the sun?" "What's Jesus' religion?" "Who's more powerful, Jesus or the Hulk?"
All that over some lines on a piece of paper...