I am not atheist because it is cool and fun.
I wish very much I could believe, being an atheist has been awful ever since I learned enough biology to realize I won't be uploading my brain to a robot, instead I will die and my existance will wink out forever.
No matter how appealing it is to believe. I just can't do it.
Just like how, no matter how much I want to fly, I can't seem to do it. Wishing to fly simply does not work.
You are right that being in a foxhole and being splattered with the guts of my friend would make it more appealing to believe. Although not necessarily EASIER.
Sometimes staring death in the face makes it harder to believe... for example, anyone who ever interacts with dementia or alzheimer patients. You see the spark disappearing as the brain physically fails and KNOW that there is no immortal soul. just a meat robot.