There are some misconceptions here that need to be straightened out.

Gustavus Adolphus did reject wearing a heavy steel cuirass as he dressed for the Battle of Lützen, however, this does not mean he was completely unamoured. He wore his heavy moose leather buffcoat, which was a decent protection against cuts and stabs from the smallsword/rapiers used by cavalrymen at the time.

Here's an image of the buffcoat, returned to Sweden by Austria after ww1 as a thank-you for services rendered by the Swedish Red Cross to Austrian wounded during and after ww1. You can see the bullet hole on the left, where the King was hit by a pistol shot.

However, while he might have used religion as a reason, most Swedish historians nowadays seem agree that the wound the King suffered at the Battle of Dirschau 1627, where a bullet lodged itself in the King's shoulder and caused him pains whenever he wore heavy cuirasses was the main reason he only used the moose leather buffcoat.

The "The Lord God is my Armour" quote appears in English language sources before Swedish - Swedish inteligencer from 1633 has it. However, the first Swedish-language source with a similar claim ("Gud är mitt harnesk"/"God is my cuirass") I can find is a heroic song composed for the 200 anniversary of the Battle of Lützen in 1832.

It is possible that the King did say something along those lines when his servants brought his cuirass, but in general, most sources agree (even the Swedish inteligencer) that the real reason was that the King suffered pains from his wound from Dirschau 1627 and that he considered his moose leather buffcoat to be enough protection.