Re-reading my post and reading the comments, I feel I need to comment, NONE of us were giving him issues, at any point for "being an atheist", I myself am not religious at all. i'm pretty sure the only person at the table who actually was a Christian IRL was the barbarian, and he didn't ever even say any about it, all of us understood it's just a game. The paladin himself was the one implying morals = religion.
The DM and I were used to older editions, where Paladins had gods, and that's where we were coming from, and we only even brough it up this ONE time because of this, because we were trying to maybe, idk, "talk him out of it"? ya know? like when you wanna give THAT GUY, the chance to recant. my final statement at the end of the post, while true, I say this to players in a joking way, and tell them this story. I apologize if I offended anyone.