To add to the personalist aspect of this question, I'll attempt to analyse the circumstances within which Chiang Kai-Shek converted to Christianity and explain why so many prominent figures within Nationalist China and the warlord era which preceded it had Christian affiliations.
Why Chiang?
Chiang himself was pulled to the religious faith in the context of his marriage to Soong Meiling, proposing that he "study Christianity and read the Bible" - but he made no guarantees of conversion, which makes his turn to the faith after three years of studying all the more surprising.
It's probable that Chiang agreed initially to be exposed to the faith based on his own passion for Soong, a devout Methodist, whose radically different personality from Chiang's previous romantic liaisons and independence was by all accounts enthralling. She called Chiang "Darling", he called her "Dar", and their mutual intelligence and wilful personalities drove what can only be called a love-match.
But his own attachment to the Christian faith appears to have been based on a belief that Christianity, with its emphasis on self-sacrifice and perseverance, was compatible with Confucian beliefs. In fact, Soong actively sought American missionaries to assist in one of Chiang's core domestic policies in the 1920s, the New Culture Movement, which emphasized self-propriety, cleanliness and discipline as Chinese values.
Chiang was also prolific in prayer - he regularly perused Streams in the Desert, a Christian testimony-book, throughout his life, and was attracted to its themes of martyrdom and self-sacrifice. It was a belief that only grew in the face of defeat - the morning after news broke of the loss of Changchun in 1947, Chiang reportedly gave a sermon in a small church in which he blamed himself for "being a man of war”.
Why Did Chiang's Friends Convert?
What is notable, however, is that Chiang was not alone in converting - many of his military allies were closely linked to Methodist Christianity as well. Feng Yuxiang, one of Chiang's earliest acquaintances, reportedly administered mass baptisms via firehose. Chen Cheng, Zhang Qun, and He Yingqin were all Christian as well.
On this I cannot speculate heavily, given my own lack of familiarity with the sources, but it should be noted that their brand of Protestant Christianity was very different from the millenarian Christianity that was becoming popular in Rural China at the time. Movements like John Sung's and Wang Mingdao's were based heavily on Pentecostal-influenced and revivalist movements that had become popular in the West, and we have little evidence that Chiang's circle ever participated in such events.
However, we do know that the KMT did utilize networks of religious influence to secure power, especially in Malaya: the Christian Reading Societies played crucial roles in funneling money and support towards the KMT in the 1910s and 1920s, riding off a wave of contemporary Christian revival in the Chinese population there.
If nothing else, this points to 1 of two explanations:
Chiang participated in a relatively restricted inner social and political circle, which had been heavily influenced by the adoption of Christianity by the broader Chinese elite: Sun Yat-Sen's own conversion to Methodism may have eased the transition of this process by making it acceptable to embrace what was commonly viewed as a Western influence. Leaders like Chen Cheng, with their own formidable social networks the key to their success within Chiang's KMT, would have found Christianity a good means to secure social power, overseas support and influence - and by extension control of Chen's own military assets as well.
This Christianity was not in the same league as the popular Christian movements emerging at China at the time, and their display of independent religious fervor may have in fact been viewed with ambivalence by the State. Chiang himself was a devoted and sincere Christian, but the means in which he channeled it throughout his life as a personal faith is radically different to the utopian, millenarian character of lay Christianity in China at the period.
Sources:
Lian Xi, The Search For Chinese Christianity in the Republican Period. Cambridge University Press, 2004.
Jay Taylor, The Generalissimo: Chiang Kai-Shek and the Struggle for Modern China. Harvard University Press, 2009.
Png Soh Seng, The Kuomintang in Malaya, 1912-1941. Cambridge University Press, 1961.
Taken from the paper "A Brief Discussion of the Spread of Christianity in Taiwan" by Qu Hai-Yuan, former Academia Sinica fellow of humanities and social sciences: (all translations mine)
https://www.rchss.sinica.edu.tw/NewWeb/files/archive/390_9377c82f.pdf (Traditional Chinese)
The paper discusses reasons for this stagnation:
And changes in the socio-economic environment also contributed to the stagnation.
I'm not really sure what Sun/Chiang/Lee being Christian has to do with this whole topic. I am a a Taiwanese, and I knew about their religious tendencies, but it was never something to pay attention to.