Oh, we believe your religion exists.
We just don't believe YOU exist.
And "believe IN” is such an odd phrase. I believe things based on evidence. I believe my roof won’t collapse on me in the middle of the night because, based on years of evidence and experience … it hasn’t. I believe my arms are attached to my body. Why? Evidence. I believe flying is safer than car travel based on the commonly available statistics anyone can look up. I believe those reporting those statistics did so honestly. I believe information ABOUT objects, events, people, and situations but what exactly does it mean to believe IN something? Something/someone you cannot see, that/who doesn’t speak audibly to you, that/who supposedly dictated a set of books/letters/rules to ancient Middle Eastern dudes who despite being illiterate shepherds/fishermen wrote in highly educated Greek…
I find it astounding that there are so many people who are uber skeptical of so many things in the world (government, medicine, science, the faithfulness of their spouse), yet they firmly hold onto a belief in a god that hides himself, doesn’t speak to them except through their minds, and supposedly helps them find their car keys but won’t intervene on a child being molested to death, won’t stop earthquakes/tornados/hurricanes, can’t do anything in his own hometown “because of their unbelief”, can’t do anything against an opposing army “because their chariots were made of iron”, and just overall is no where to be found. This entity, as described in their holy book and described by their priests and proponents, should be everywhere, readily visible, answering prayers constantly. The evidence **should** be as overwhelming as they, Paul, and David claimed BUT IT ISN'T.
In essence, they “believe in belief” — not necessarily in their god. There’s a big difference.