And again, it just goes to show you the genius of this movie - that we come to question things that hadn't even occurred to us before from the insights of other people.
A friend who just saw it for the first (and second) times said this: This is the one thing that doesn't fly with me: How can Jack, who was raised Pentecostal, seemingly have zero guilt in his couplings with/love for Ennis, whereas Ennis is consumed by it?
My take was that Jack never bought into the whole religious/Pentecostal thing, hence his "I don't know what The Pentecost means" and that moreover, he was all about rising above the status quo - for example, when Ennis comes up on a bear and all that and Jack says "We gotta do something about this food situation" - when Jack suggests that they shoot one of the sheep and Ennis says something along the lines of "We have to accept things the way they are," Jack says, "Well, I won't." That, to me, is the defining moment of Jack.
Later on, Jack's father says, "I know where Brokeback Mountain is. Jack thought he was too damn special to be buried in the family plot..."
Truth is, he was.