The first time I came across the usage of this phrase was in the movie Hellraiser, and I had no idea this was a common saying. Clearly though, there must be a double meaning there in the movie that I couldn’t fully grasp without knowing the more colloquial meaning.
The description on Wikipedia is unfortunately not enough for me, I would like to see examples. And it’s very hard to find those because Google gives me mostly links to religious websites.
‘Jesus wept’ is the shortest verse in the bible, so it’s sort of used to invoke supernatural protection (I say sort of as it’s really just an exclaimation nowadays, even by those who aren’t religious).
It’s mostly just used when you witness the result of something going badly.
This is the only context that makes sense to me. We had to say bible verses to get our mail at church camp. That was a classic one to use.