Having grown up Christian but never feeling particularly religious, I wrestled with this a lot. Ultimately, I couldn't accept the concept of a Divine Lottery; that most people follow a religion due to their parents, and if they didn't happen to be born to the "right" believers, they were predisposed to be lost. Expanding on this concept further, let's say the Christian God exists. There are some 20k-30k sects of Christianity. Naturally, some of them will align directly with God's will, and some will be a little off. Other Abrahamic religions (Jews, Muslims) are close, but getting further away. Most other religions are completely off the mark and atheists are even further away. Given this paradigm, I think one of two things happens:

1) At some point, groups are too far away from God's will to be considered believers. They are sent to hell or, at the very least, don't get the rewards of the believers.

2) God forgives non-believers and admits everyone to heaven.

Assuming my initial hypothesis is true (most religious people follow a religion similar to their parents), scenario #1 distills down to God sending people to hell for being born to the wrong parents (which God must have had more control over than the person). If God is that cruel, it's probably hopeless for me to pick a religion and play the lottery.

In #2, what I do doesn't matter anyway.

The funny thing is, since really letting this outlook sink in last year, I actually feel more connected to this world because I focus on the now so much more. It's kind of like Christmas without Santa - you look around and start to realize that the moment you are experiencing is about the people around you, the friends and family you love, not some hidden gift brought by a magical bearded guy.