Remember that the Spanish conquista of the Aztecs, with all its brutality, death, and disease, took place with the blessing of the Catholic Church. Most of the surviving indigenous folk converted to Catholicism, but some memory of what happened to them undoubtedly survived. But the main reason for rebellion against the Church was probably the Bolshevik Revolution. Mexico has, for the last 100 years, flirted with communism. The Mexican Communist Party did not last long; it was absorbed into another party, which was in turn absorbed by another, in their "multiparty" system. I put the word in quotes because in reality the country is run by two competing factions: a corrupt oligarchy and a bunch of narco cartels that fight each other as much as they fight the government (elements of which are bought off by the cartels). But there is still a strong socialist strain in Mexican politics, mostly centered in the present-day party known as the PRD.

It was called the “Cristero” War, and resulted from the radically secular policies pursued by several administrations that followed the conclusion of the 1910 Revolution led by Pancho Villa and Emiliano Zapata. The revolutionaries saw the Catholic Church as oppressive and backwards, and many of the Mexicans who fled to the U.S. back then, in addition to fleeing the fighting, also often were the most traditional and religious in outlook.

The best I can tell you on this is that it appears Calles was not very religious.

More background info.

[en.m.wikipedia.org]

Maybe they wanted their gold back?