I think the most effective answers in this thread, and the ones that should be marked as correct, are the ones that are very neutral about the truthfulness of religions/theism or non-theism/atheism - that being said, I think there's space for more speculative and one-sided answers in this thread as well, which shouldn't be marked as true, but which could potentially be worth thinking about anyway.
I'm going to offer such a one-sided answer now, so fair warning: what you're about to read is not favorable to religion, and you might call it "biased" (whether that bias is unfair is going to be debatable).
Imagine a very thoughtful person, born into a Western country, to Christian parents, in a neighborhood where most of his peers and elders are Christian. This person will soon find himself accepting Christianity, but, if he's particularly thoughtful, when he's maybe a pre-teen, maybe a teen, it will occur to him: If Christianity is true, how did I get so lucky to be born to parents who happen to believe the right religion?
I look around the world, and I see - people in the Middle East are born to Muslim parents in a Muslim culture, and they grow up Muslim. People in India are born to Hindu parents in a Hindu culture, and they grow up Hindu. If Christianity is right, I am lucky and they are unlucky.
And I don't accept that. I don't accept that my salvation is just based on pure luck. I don't accept that their damnation is based on pure un-luck. So the question is, do I have any better reason for believing the religion my parents taught me, than those Muslims or Hindus have for believing the religion their parents taught them?
Some percent of these thoughtful people will go on to conclude that they ARE justified, that they DO have a better reason than luck to believe what their parents taught them, that they DO have a reason to think Christianity is correct and Islam or Hinduism are incorrect.
And some percent of these thoughtful people will not conclude that. They will follow their curiosity into investigating these questions, and conclude that the factual and evidential basis for Christianity is not significantly stronger than the basis for Islam or Hinduism. And some percent of these people will thus stop believing the religion their parents taught them.
If philosophers are supposed to be more thoughtful than the average of the general population - and I think they probably are - then it makes sense that some of those thoughtful people described above will become philosophers, and they'll do so more frequently than the people who aren't thoughtful, and who don't ask themselves those kinds of questions.
And once you leave the religion of your birth, the probability that you end up accepting no religion, and rejecting theism entirely, naturally shoots up drastically. Most people who conclude "there's no good reason to believe the religion I was born into" also end up concluding "there's no good reason to believe these other religions either", and that naturally leads to the question, "What reason do I have to believe in a god at all?"
That being said, I am NOT saying all religious people are not thoughtful, I'm instead just speculating about why thoughtful people tend to not be religious. You can of course be religious and thoughtful.
