Not much chemistry
I didn't feel that these people where really friends. Tough to believe that he would pick this group to open up to. There didn't seem a history of intimacy between them.
Also, the Jesus thing was too much. It would have made more sense if they had played up his regenerative powers as the reason he survived but they didn't. Instead he says just the opposite -he used his buddhist monk background to slow his heart. This makes it completely unnecessary for someone with his unique lifespan to have been the Christ figure and essentially just a wacky coincidence it was him.
Edit:
Hmm, I like johannasisko’s read on this which resolves these issues -for me at least:
http://www.imdb.com/title/tt0756683/board/nest/245633713