They don’t believe in a diety…
That’s actually a common misunderstanding about Buddhism.
Buddhism teaches the reality of deities, but deities in Buddhism have several possible, distinct meanings.
A deity can be a spiritual being who lives in the higher heavens, possessing immense power and knowledge, but not all-powerful. Such a deity will spend possibly eons and eons existing in the heavenly realms, but will eventually take rebirth in some other realm, like the earth realm. Such a deity is called a “deva” or a “brahma”.
The Buddhas can also be called deities, but in this case, a Buddha is a being (whether living as a human or in a spiritual form) who is totally free of the birth-death-rebirth process. A Buddha has infinite knowledge and infinite compassion.
What Buddhism specifically denies is a third deity, a third kind of person, a person who is “the Creator of all, and all-powerful, and all-loving” simultaneously.
One major reason Buddhism denies such a being is because if a being is the Creator of all, and all-powerful, and all-loving at the same time; then the presence of evil can only be the creation of such a being, but the presence of evil is incompatible with the all-loving nature of the Creator. Therefore, no being can be “the Creator of all, and all-loving, and all-powerful” at the same time.
(Buddhism also denies that anything is Created
ex nihilo, but that’s another long story.)
So Buddhism does teach the existence of spiritual realms, and of powerful spiritual beings (some beneficient, some malevolent) who exist in these realms, but no one being is the Creator of all and all-powerful and all-loving.
It should be added that Christianity, in fact, does not teach that God is the Creator of all, because there is the reality of free-will in God’s human creations; thus, humans can ‘create’ something that God cannot – that is, humans can ‘create’ evil, or choose evil.
So one could say that the God that Christianity affirms, is not exactly the God that Buddhism denies.