The Far King, by Richard Wilson (epub/Kindle/pdf)
"It was ironic that Ann Bagley got mixed up with a bunch of extraterrestrials in a night club at the top of the Mile-Hi Building in Chicago. But maybe it was inevitable. She was the daughter of the minister of a flock in a place like Zion, Illinois, home of the ecclesiastical fig newton, only it was a smaller place. I won’t name it here, or name him....
Parallel worlds, interplanetary romance, and religion are just some of the elements of this gonzo science fiction story!"