Mormons learn firsthand that rejection — as the young Mitt learned in Paris on his mission when he got less than 20 converts in two-and-a-half years — doesn’t mean you should stop trying.

Recent polls had Romney ahead of Jeb Bush and other Republican contenders. He was more in demand on the trail than President Obama during the 2014 campaign. He had shied away in 2012 from explaining the role of faith in his life, worried that Mormonism might still sound strange to voters if he had to explain lore like the white horse prophecy, that a Mormon white knight would ride in to save the U.S. as the Constitution was hanging by a thread.

But, in the last few weeks, Romney had seemed eager to take a Mormon mulligan. Less sensitive about his great-grandparents fleeing to Mexico to preserve their right to polygamy, Romney began joking to audiences that when he learned about the church at Brigham Young University, “Emma was Joseph Smith’s only wife.”

It was foolish to ever think he could take his religion — which is baked into every part of his life — and cordon it off.

In Park City Wednesday, I talked to Jon Krakauer, the author of “Under the Banner of Heaven,” a history of Mormonism, and executive producer of “Prophet’s Prey,” a Showtime documentary, which was premiering at Sundance, about the most infamous Mormon polygamous cult.

“I don’t think he has a choice,” Krakauer said. “I don’t know how people will react, but he has nothing to be ashamed with, with his faith. And by not talking about it, it looks like he does.”

It was the same mistake Al Gore made in 2000 when he listened to advisers who told him he would seem too tree-huggy if he talked about the environment. When that was off-limits, Gore lost the issue he was least likely to be wooden on; it was the one topic that made him passionate — not to mention prescient.