Would it not make more since that there is something out there that explains our natural world better than naturalism? Could it be that everyone is looking for something because something exists to be known? It is far more plausible that one truth exist and all else is a distortion of that one truth then that there is nothing to know beyond nature.
Atheists think it arrogant for a person to claim one truth over all other possibilities. However, I have never met an atheist pluralist. Atheists typically see all religions as absurd and thus by default they believe in nothing. That seems to me to be a belief in one way of thinking opposed to all others. Believing in nothing, they claim that they have nothing to prove whereas those who believe in something have the burden of proving something. They claim no one can know anything for certain. But are they certain of that? If so, they exempt themselves and are thus the only people on the planet who can claim certainty. If not exempt and they are uncertain that atheism is the way of things then they use faith to bridge the gap between what they can know and what they accept as truth.
To me, belief in nothing, explains nothing. Even most atheists if not all atheists at one time in their lives did seek to know God. I continually hear atheists claiming to be de-converted Christians. They were seeking to know God, but found only religion and left it behind to embrace atheism.
Religion is not what knowing God is about. Some of Christianity in some circles has become only about following the rules and doing church. It has become devoid of the reality of the