In life Al Simmons was an Atheist mercenary for the U.S. government. After he was betrayed and killed he was offered a deal by the demon lord Malebolgia, if he would become an officer in his army he would let Simmons see his wife again. Simmons accepted, but Malebolgia kept him secluded in limbo for five years. He returned to Earth, but he returned as a vile and finitely powerful Hellspawn, and was shocked to discover that his wife had married his best friend and had a daughter.
Just because you don't believe in something doesn't make it any less true. If I went around saying I didn't believe in gravity that doesn't mean I could fly.
This remindes me of a line from Dracula 2000. Simon is going up against one of the vampires with a cross. The vampire says, "Sorry sport, I'm an Atheist."
It's then revealed that the cross has concealed blade in it, and Simon replies, "God loves you anyway." before stabbing him in the eye.