This is essentially a religious story, although technically it makes no claims to be that. It's evident in Alex's relationship to Bob Marley. When Alex travelled to Jamaica, he didn't understand that in Marley's context, he really was a prophet to his people during times of extreme political oppression. As Plato observes in his "Allegory of the Cave," in The Republic, when enlightened people share their peace and enlightenment with their fellow man, their reward is typically assassination.
This is what defined Marley's religious opinions as well, so these ideas are actually central to his life as well. His entire life seems to be shaped by his awareness of Jesus Christ and the story of the gospel in the Bible. That doesn't mean that he is a normal Christian though! He was a major prophet in a Christian mystic faith called Rastafarianism, which means he also worshipped the Ethiopian emperor Haile Salassie I as a reincarnation of Jesus Christ (and therefore God). That means that Marley believed that humans could be incarnations of the Messiah, and when Nina urges him to save his own life, he has the sacred resolve to stay and face his death.
In the end, it isn't clear whether he was murdered by gang members, or whether his foot cancer killed him, because the stories have been blurred, since the gang members intimidated Marley's followers with extreme violence. This is another similarity to the Bible, because in the New Testament, Jesus's followers are persecuted like Alex is persecuted in this story.
Looking at Marley as a religious figure is actually not an unusual idea. To the followers of Rastafarianism, he is regarded as a prophet. That doesn't mean Bob Marley was perfect, and his close friends and family all agree that he was often licentious and indulgent, but Marley's life is an undeniable picture of love. He loved the people in his life, and he loved the society that he lived in, broken as it was.
