Even if the answer is "No, he would not", there are no other ways to achieve this. It's possible for someone to become a lord through any other means, and for whatever other reasons, and one day have divine inspiration. But that probably doesn't exactly follow the process of all potential prophets. Hey, Henry VIII (I know he's a later time period, but this is just as an example) formed the Anglican Church just so he could divorce his wife. Reasons can get strange.
But the end-all I think is that one shouldn't go to some realm where the ruler or whoever decides the lordships make one's character a lord for the sole OOC purpose of starting a religion. Unfortunately, as I said before, knowing the true intentions, especially of other people, is very difficult to find out, unless one or more of them said they were doing it purely OOCly with in-game interactions coming secondary. It doesn't mean they had no IC interaction, just that the OOC considerations (maybe ruler was the lord's real life friend) far outweighted the IC justifications.