Usually because their own faith is so fragile that they're desperate to find some way, any way, to justify it to themselves. That or they need their daily fix of smug.
At the age of five, Skagra decided emphatically that God did not exist. This revelation tends to make most people in the universe who have it react in one of two ways - with relief or with despair. Only Skagra responded to it by thinking, 'Wait a second. That means there's a situation vacant.'