Sounds quite illogical to me, with all one hears about religion in other countries. In DK you are more likely to be insulted if religious, thanks to the cultural background of non-religion. Or rather, be seen as slightly weird.That is changing now, though, with so many religious people coming in.
In religious countries it is more logical that you are insulted for atheism than for following the norm.
However, in both cases I assume it all depends on where you are, exactly. What circles you move in.