With the exception of strong atheists, denial isn’t even in the picture. I do not believe in any deity because I have no compelling
reason to believe, and have seen no evidence that such a being exists. Nor, of course, have I seen any evidence to the contrary. ‘Blessed are they who have not seen and yet believed’, if you remember, but some of us, like Thomas, have to put our fingers in it before we make an absolute statement

Religion is a different issue. If there
is some kind of supreme being, obviously
all religions can’t be right as to its nature, intent, level of interest in humanity, and so on and so forth. So from an outsider’s point of view, they all seem about equally likely to be wrong. One of them may be correct; or none. Until the first question is answered, though, it doesn’t really matter overmuch.