Religion/Beliefs.
Ael has no religion. He created humans with some basic first commandments to follow to try and keep them on the right paths. It was man who went and invented all known human religions which eventually cause strife, prejudices and war. Humans are the ones who have interpreted Gods will to suit their own values. Humans are also responsible for having dreamed up false gods, which in turn gave rise to new races.
However, Jesus is one of the three major prophets of Ael, along with Moses and Muhammed. Jesus is perhaps even the most important, for even Muslims agree that Jesus is the Lord of the End times who will come to redeem mankind. Its said that These men had a direct link to Ael as prophets.
Why does an Elohim revealing their true selves stunt penuma production?
The major production of pneuma in humans happens because of faith (though it can also be produced by virtue). Faith, believing in something against all odds and evidence, is a different thing than believing in something because you have seen truth with your own eyes. That's when Faith transitions into Knowing. Here's is a good example. Buying a lottery ticket is fun because you can imagine what you would do if you won the lottery. If you win the lottery, you no longer have to IMAGINE it. That process of imagining dies in your head.
What would you do if you were human, devoutly religious, and had been raised to view angels as these pure beings of light and love (ok, occasionally horrible wrath).. And one day you were faced with the sight of an Elohim in their true form. The sheer majesty of it. The terror and awe of it this incredible sight shaking you to your very core. What would you do? If they were saving someone from being mugged or perhaps smiting someone you knew to be wicked, or even just standing quietly in church, your faith would grow exponentially, right? Right! Of course it would! Because here is a being of purity, of god's love, doing precisely what the book you read and put so much faith in said they were SUPPOSED to do.
Now, say you were a human, devoutly religious, raised to view angels as pure beings of light and love (ok horrible.. you get the idea)... And one day you were faced with the sight of an Elohim in their true form. The Sheer MAJESTY of it.... Until you realized they were wandering into the whore house across the street and rather than burning the place to the ground, they bought a hooker for the night. Not to offer them redemption or punishment.. but to fuck them until they passed out. It might shake your faith a bit.
Thus "An Elohim's True Form is only to be used when they're doing God's Work" stands firm. If an Elohim is doing something that can be viewed as properly 'angelic' in a biblical sense, it's entirely reasonable for them to reveal themselves.. However they need to keep in mind that once people know that their 'human disguise' hides an Elohim it STILL puts all of their actions and motives under the spotlight afterwards. So it's best to reserve the True Form, even the wings themselves, for dire occasions or situations in complete private with someone you trust entirely and are also willing to deal with potentially, eventually, producing less pneuma.
(page source HERE)
How do Elohim handle sinners?
As for heretics and sinners. It should be very explicitly stated that the concept of sin is for humans only, introduced in an attempt to bring humanity some amount of structure and to keep them from stabbing each other in the face, among other things. Most 'sins' either take human focus away from faith and Ael, or are harmful to other humans. Elohim are not under any compulsion to be 'without sin', though some of them do so just to set a good example.
While the Elohim do want to eliminate heretics, they are also not idiots. They know that they are not strong enough to go to war with dozens of other races and their gods. Not right now. So, they play the political game, attempting to utilize other races to achieve their goals, most specifically...getting rid of the Nephilim. (page source HERE)
Can Elohim Sin?
The fourth commandment for Elohim states that the only sins an Elohim can perform are to turn away from Ael's grace, breaking the Commandments, or to betray their Choir (found here) However traditional sin is bad for the Elohim, BUT ONLY if it "distracts them from their duties to Ael and the Song". So, for instance, if an Elohim became so addicted to drugs that they failed to do jobs assigned to them, or if an Elohim got involved with someone and began to choose them over Ael/the Song...then that sin would be frowned upon. That is what the Nephilim tend to try to do, with their corruption of the Elohim. Not so much make them sin, but make them sin to the point where they are no longer beholden to Ael.