Hmm... This is quite a fascinating topic. About half way through my undergrad education several years ago, I decided to take the plunge into Atheism. Before that I believed that everything had a purpose and was part of a great plan. I would pray every night and would occasionally feel guilty about never going to church. I was moderately superstitious at the time as well.
Now? Making the choice to be an Atheist is one of the most freeing decisions of my life and I never looked back. I knew it was something that I had to commit to 100% and if you ask for my personal opinion, I will tell you that there is absolutely no chance of a God or higher power that exists in the universe. I also believe that there are no such things as ghosts, magic, demons, spirits or souls. The decisions I make are not based on a book or even a community but are instead driven by my own will. At first I thought I was going to be afraid of incurring some supernatural wrath for not believing... well, I'm still here! Besides, if you don't believe something to exist, how can it affect you anyways?
That being said, I absolutely LOVE anything that has to do with magic, the supernatural or various mythologies. Everything that I reject as part of the physical fabric of reality is still valid as figurative language, poetry and metaphor. I still use the idea of the soul to describe my state of being. I still use the term spirit to represent and describe my state of mental fortitude. These ideas never go away just because you don't see them as literal. I personally don't even believe Gods, demons, magic, sky cake, etc... are supposed to be literal. It's far more interesting when we use these things as metaphors to represent the 'demons' or obstacles in our everyday life. They are used to explain away things we don't yet understand or tell stories to the next generation to teach them life lessons.
RPGs are great and there is no need to be afraid of the contents. (Obvious statements are obvious)
If it helps, think about the aspects that scare you in these books as what they are supposed to represent to the character or the people that make up that world on a more analytical level. What if the Zombies were actually a metaphor for the fear that we have in the back of our minds of becoming one with society in a way that we have to sacrifice all sense of individuality. In a world where Lucifer is the force of good, on a higher level it could be a representation of the Game Designers yearning to rebel against the status quo. See what I'm getting at? There are not right or wrong answers either! You can engage in the games on a higher level and still keep the content separate from your perception reality.
On a more general note, it's not always easy being open about being an atheist. If you or any other atheists that come across this ever need to chat about being atheist or exchange atheist philosophies, I encourage you to shoot me a PM! I am more than happy to talk about it.
Oh and remember: Do what makes you
happy. Damn the rest!