To say that one can have a personal relationship with Jesus is vague because what does this mean? If you have a personal relationship with someone you typically use one of your sensory apparatuses: your touch, your ears, your eyes, your nose and most importantly, your tongue. You use these to learn more about the other person and to “experience” them.
If you are not using one of your senses to interact with someone surely the experience you are having is inside your brain (perhaps a hallucination or just a strong, irrational case of wishful thinking).
“Ahh, but your brain is ultimately responsible for any and all of the senses you experience in the first place; a faulty brain can render certain fake experiences—that is, generate seemingly real experiences”. The religious individual might say this in an attempt to denigrate our reliance upon the human brain as a standard to draw accurate conclusions about reality (this seems nihilistic from my perspective).
The above is most certainly plausible. Perhaps the brain isn’t a reliable medium to gauge and represent the world around us. However, since science has a comparison of a functional brain to a faulty brain, we can readily distinguish the difference and thus draw accurate conclusions about a functional brain and the results that it should produce (and vice versa). We don’t have to jump into the grand descent towards nihilism and “What can we know then?”
We know that a functional/healthy brain requires physical stimuli (physical (i.e. reality-based, drugs are physical too, remember) to respond—if Jesus is immaterial, how can the brain respond to him? Thus, how can you have a personal relationship with him?