The answer to this question really changes over the course of the story.
In the beginning, Albom feels uncomfortable about the interviews for a number of reasons. First and foremost, Albom himself no longer actively practices the religion with which he was raised. He feels guilty about this, particularly when he is with this authoritative figure from his religious background. The second reason is directly related to Lewis' role in Albom's childhood, as just mentioned: Lewis was a larger-than-life, superhuman idea of a person rather than a real man, just like a person's elementary school principal or distant relative is to a small child. Having to work so closely with a person who is now becoming a person in Albom's perspective is discomfiting.
However, Albom's perspective changes over the course of the book. He, as a person, becomes more at ease with Lewis, religion, and himself. By the end, he looks forward to speaking with Lewis because he acknowledges the deep personal growth that these interviews have engendered.