First offered to fans as a surprise release through the mail, Church’s fifth album is an about-face from the bombastic explorations of 2014’s The Outsiders toward the kind of big, bittersweet country-rock that made ballads like “Springsteen” instant classics. Produced by longtime collaborator Jay Joyce (whose credits include Little Big Town and Carrie Underwood), Mr. Misunderstood is a hearty—and heartfelt—album, opening with a portrait of a good-natured outlaw who defies convention just by being himself (“Mr. Misunderstood”) and ending with a litany of lessons from a three-year-old boy, chief among them the importance of admitting when you’re wrong.