Terry Crist, a fifth-generation pastor in Phoenix, joined the global megachurch Hillsong in part because of what he describes as its distinctly joyful approach to church life: Hillsong was an institution where leaders seemed "light and free," offering a church experience that attracted tens of thousands of people around the world. Starting in Phoenix, Mr. Crist eventually brought six churches in two states into the Hillsong fold. Last week, he took them out.