I love U2 for their strong Christian faith. Even though Clayton is the only non-Christian, he still is submissive to his bandmates and still plays Christian music with U2.
U2 are a gospel band. They have written great hymns like 40, I Still Haven't Found What I'm Looking For, Wake Up Dead Man, Grace, Yahweh and even All Because Of You as you guys have mentioned.
And some songs, while not exactly hymns to God have great Bible references like One, Crumbs From You Table, Mysterious Ways, Until The End Of The World, and Vertigo.
U2 take great influence for CS Lewis - a former atheist who turned into a believe. Bono also drew a lot from Phillip Yancey's "What's So Amazing About Grace?" book.
What separates U2 from other bands is their deeply rooted Christian faith. And it is through this that God has showered upon them and multiplied their talents, because U2 has harnessed it to do good. 25 years as a band and they are still not washed up? That's what you call divine intervention.
That is very similar to the parable of the talents in the New Testament. U2 are the ones who untilized their talents well in the name of love, hence, they are given a hundredfold return. They have even utilized their talents beyond music and to humanitarian cause that reek of Christian beliefs (helping Africa, etc.).
So while some people think that Bono is overly cocky in saying that God walks in the room when they record, he is not. It's just that U2 are always on the lookout for God and will embrace Him when He's around, unlike other bands who don't notice God walk in the room at all.
Cheers,
J