I think purchasing at the docks is always a good idea.
In my games, my first objective is to get a lot of money, which can be obtained by trading with the natives, exploring villages, producing goods, and then raze every Incan settlement on the continent.
It appears to be much easier to get money than to get crosses at start (for example, you'll have to build a church). However, crosses are worth 10 gold each until rushing at the docks gets more expensive than simply purchasing the cheap lumberjacks. So the net value of a preacherman in a church is 60 gold (6 crosses *10). While a tobacco planter on a tobacco tile is something around 50 gold (12 tobacco * 4 or 5).
So if I ever get a preacherman in the very start, I'll try a different strategy. In all other cases, I don't think it's worth investing in a church... Certainly debatable.