Some men love to feel powerful and in charge of the situation. A lot maybe from childhood trauma of being to made feel weak by one or both parents. I don't think women are as often targets of this air of importance and responsibility fathers give their sons.
They then feel the need to prove themselves to the parents. What better way than to claim to be a messiah? Self delusion and a need to prove ones importance I could see leading to delusions of grandeur and a god/messenger/messiah complex.
They probably have little man issues.
Yes, probably. It is a known side effect of the wider psychiatric disorders, bipolar disorder, and of multiple personality disorder. In those cases it fades in and out due to a variety of factors. Not fun for the loved ones around, for sure.
Quite literally one moment you're God, and within a few more moments you're a dog.