Cassius I can't help but be amused by Gassendi's tactic for defusing this problematic (from his point of view) Epicurean statement--blame it on the slanderous Stoics! But I notice that in "On the Nature of the Gods," it's Cotta the Academic Skeptic who references the controversial statement, not Balbus the Stoic. And Cotta gives the impression that the Epicurean saying was well-known, originated from Epicurus himself, and was often repeated by Epicureans.
He also makes the connection to Epicurean physics that you allude to above--no good can be experienced apart from sensation. Conversely, Gassendi's objection to the statement would reflect his objection to materialism. As you suggest, his religious biases come into play.