First, I would never say any of those things.

Second, their belief may not directly do me any harm at the particular instant that the pious pronouncement is made, but that doesn't mean that the belief is harmless. There is too much tacit assent to religious stupidity, in my view, and challenging it, without attacking the person if possible, is to be encouraged. Believing that you "have a relationship with Jesus" is patently moronic for any reasonable definition of "relationship". I might be inclined to ask "What do you mean by 'relationship'?", for example, which challenges the stupid statement without being directly insulting. If the person infers insult, that's their problem.