I think Neelix is one of the richest characters on the show, because he has such a tragic past and such a damaged, fragile psyche. Even the Maquis characters were less scarred. Neelix's goofy, eager-to-please persona is a defense mechanism for a very lonely, vulnerable man who desperately needs to be accepted and valued -- and a sincere gesture from a compassionate man who doesn't want to see others go through the kind of pain and sadness he's lived with for much of his life. So I don't hold it against him. He's not just some vacuous party animal; he's sincerely, if sometimes ineptly, trying to help and support other people, to give his life purpose by improving theirs, and to cling to optimism as a source of strength and salvation. That's pretty admirable.
And Ethan Phillips is very good at being poignant and vulnerable. He had a much richer character to work with than some of the other actors (like Beltran, who was stuck with being a cipher in later seasons), and he handled it very well.
Not that there weren't some disappointing Neelix episodes, of course. "Fair Trade" in particular is awful. But "Mortal Coil" is one of his best, IMHO. It's certainly unusual for a Star Trek regular to be allowed to have a crisis of religious faith.