On the topic of religious experiences, I found this bit from the linked tulpa FAQ very interesting:

By talking and fleshing out something to your own subconscious for so long, you start to receive answers from them. The answers will tend to align themselves with all the preconceived traits you give them. The answers you get may surprise you, and in doing so show independent sentience. This sentience can be thought of as the "core" of the tulpa. The rest is just building a form in your mind for them to take, allowing for deviation of that form, and finally trying to visualize the form and experience it in sensory detail in your own environment until it becomes natural and you do it without thinking about it.

That sounds quite strongly like some believers' experience of being able to talk to God and hearing Him answer back would be a manifestation of the same phenomenon. A while back, gwern was pasting excerpts from a book which talked about religious communities where the ability to talk with God was considered a skill that you needed to hone with regular practice. That sounds strongly reminiscent of this: talk to God long enough, and eventually you'll get back an answer - from an emulated mind that aligns itself with the preconceived traits you give it.