The Worship video shares the journey of a person stripped by the world who begins worshipping God in the state that he is, and how he, as he continues through his walk with God while still worshipping Him, goes through different phases in his faith journey along with facing difficulties along with, eventually leading him to be anointed - his anointing only increasing as he continues worshipping finally leading him to his glorified state at which point his anointing reaches the highest level and he can no longer be heard by the worldly people but in Heaven.
Ref 1 (Sergei Polunin's dance video on the song Take Me To Church):
https://www.youtube.com/watch?v=ozs_f4ZT9swRef 2 (The Worship song used in the video):
https://www.youtube.com/watch?v=8xs_wiKWZuc