Trust be told I was always attracted to Occultism, and since Christianity was the religion of my birth I really gave it an honest try before admitting I was doing it wrong, and looking else where, but I never got in to the Golden Dawn. I don't know why. I have the book.. and the "splat books", but it never called to me the way other pursuits did, thus I never became a member and have very little input on the system in general.
All that said, I think the GD does Christian Occultism right. I have seen Golden Dawn Mages do great works of Magic and completely stick with the religion of their birth. I also think that, from what I have seen, the Golden Dawn brings a much more universal nature to Christianity, and gives more and a few useful, alternate interpretations. And they can do that, because there is no pope in the GD, despite all the flame wars and bouts of cock slapping in the community.
I will admit, when my mind had a lot more black and white in it, I did find the whole thing confusing. "Wait.. Jesus.. Osiris.. what are we doing here? I think these people are all mixed up." I couldn't grok the more Universal aspects of the Deities and spirits worked with. I also was doing book research and not talking to an actual Initiate, because I was a young unibomber like recluse, and did not trust people, or large organizations. One thing a mentor said to me really hit home for my understanding: "No one owns the Gods."
Christianity is a form of practice and belief based around Jesus Christ. It does not own the trademark on Jesus Christ, nor does it control the being, Jesus Christ. Sometimes, but not all the time, or even most of the time, it just plays dress up in the administrative shell some of His followers left it follow, and has nothing to do with anything Jesus taught. Again, that is sometimes.
Sometimes Jesus will interact with those who call themselves Christians. Sometimes something pretending to be Jesus will interact with those who call themselves Christians. Sometimes the cobbled together hysterical group mind of a Church will be considered Jesus and interact with those who call themselves Christians. A problem in mainstream Christianity regarding new revelation, is that many things are considered both known and eternally true. If the Virgin Mary appeared to someone and gave teachings directly contradicting the Church's official teaching, the Vatican would not only declare that apparition to be false, but dangerous, and not to be believed, even if it was for the benefit of the people involved and was full of common sense. You cannot tell someone something if the "know" otherwise, not even if you are a God speaking to your own worshipers.
The Golden Dawn, seems to be interested in Orthopraxy more than Orthodoxy. Your beliefs are your own, and you are welcome to them, but the initiations, ritual, and meditative work all have real meaning and real power and should be done as exactingly as possible. Base your beliefs off your results. And like I said, this is how it seems to me, but as a non initiate i don't have a lot of direct experience.