Faustus does not heroically defy religion at the end of Marlowe's play. In fact, his embrace of a Christian worldview causes him deep anguish because he wishes he could go to heaven and yet knows that he will go to hell. He longs to be like an animal and simply dissolve on death.
It is despair, and (ironically in a man so puffed up and proud of his knowledge) confusion about the Protestant doctrine of repentance that leads Faustus to his tragic end. Up until the end, he could have been saved if had fully repented and truly believed he could be saved. He does repent in the sense that he wishes he could be reconnected with God and spared hell, but since he can't believe that is possible, he can't truly repent. Mephistophilis of course, tries to divert him: the devil is worried because he knows, in a way Faustus doesn't, that Faustus could still be saved. At the end, the second scholar, among others, urges him to repentance:
Yet, Faustus, look up to heaven; remember God's
mercies are infinite.
The sin of despair condemns Faustus by confusing him about the extent of God's mercy towards sinners. He says to those begging him to repent:
But Faustus' offence can ne'er be pardoned: the serpent
that tempted Eve may be saved, but not Faustus.
Underlying the sin of despair is the sin of pride. Faustus, in essence, thinks his sin is too big and important for God to forgive. Even at the very end, he finds it impossible to shed his sense of his own wisdom and importance. He, Faustus, chooses despair and decides he can't be saved--and that act of putting himself in the place of God condemns him.
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