I actually enjoyed watching "Kundun" more than Scorsese's other epic look at a religious leader, "The Last Temptation of Christ". Nothing against that film, but there is something interesting about the Dalai Lama to me...specifically the 14th Dalai Lama (who is still the current Lama), being that he has lived in exile for so long.
I may be an atheist, but I do dig elements of Buddhism, specifically the whole living in complete peace thing. I'm pretty much a pascifist myself. Scorsese lends the beautiful imagery, while Melissa Mathison provides the story (as well as the passion for telling the story), and the music only helps tie it all together.
It may not be a masterpiece or the best film in Scorsese's canon, but it was an enjoyable bio-pic about an interesting figure in history up through today.