It is probably a poor choice of words to say that Jesus "bothers" Pi. Jesus doesn't really bother Pi, but the idea of the Son of God dying bothers Pi.
Divinity should not be blighted by death. It's wrong. The world soul cannot die, even in one contained part of it. It was wrong of this Christian God to let His avatar die. ... The Son must have the taste of death forever in His mouth The Trinity must be tainted by it.
Pi first feels disbelief in the story of Christ. Jesus Christ suffers the most brutal of deaths, Crucifixion, in order to atone for the sins of all the world. Pi reveals that this early disbelief occurs because he is used to gods with many stories: gods that have issues but never die.
What? Humanity sins but it's God's Son who pays the price? ... What a downright weird story. What a peculiar psychology.
Pi is amazed that the Catholics "had one Story, and to it they came back again and again, over and over." The love of Christ, however, is mirrored in the love and compassion from Father Martin. This is how Pi becomes a believer.