You seem like a reasonable, open-minded Christian. Mind you, I'm not quite sure if you can be that way while also being "devout," as you put it.

Is critical thinking so important for Christians? That sounds like a rather liberal, "modern" mindset. Even I criticize the ambition of hyper-rationality, on existential grounds. The starting place of our worldviews is usually less than fully rational, to say the least. Critical thinking can go too far if it makes us jaded or nihilistic, of if it drains life of pleasure and purpose.

Paul said naturalistic wisdom is foolishness to God, and the author of Hebrews said Christians need faith to reconcile themselves to the fact that if they stay true to Jesus, they'll likely keep losing in worldly terms, just as Jews have often had to suffer for being chosen to abide by transcendent, unnatural ideals.

I write a lot about how counterculturalists can expect to suffer for staying true to their creative vision. But the point is that idealists, prophets, philosophers, artists, and the like usually go beyond critical thinking in protecting their conception of how things should be.