There’s no better song choice to close this emotionally turbulent and spectacularly vulgar episode than Pet Shop Boys’ “It’s a Sin,” a synth-pop classic from 1987 that at once serves the disco-era grotesquerie of the Aimee-Leigh Give-A-Thon inside the Gemstone megachurch and underlines Eli Gemstone’s late-life urge to sow his wild oats. Though Pet Shop Boys singer Neil Tennant had not yet come out of the closet in 1987, “It’s a Sin” references the shame-based repression of his Catholic-school education...