My bad, it was not Mencken, it was Aldous Huxley. It's from his book
Ends And Means, here's the passage:
For myself, as, no doubt, for most of my contemporaries,
the philosophy of meaninglessness was essentially an
instrument of liberation. The liberation we desired was
simultaneously liberation from a certain political and eco-
nomic system and liberation from a certain system of
morality. We objected to the morality because it inter-
fered with our sexual freedom; we objected to the political
and economic system because it was unjust. The sup-
porters of these systems claimed that in some way they
embodied the meaning (a Christian meaning, they insisted)
of the world. There was one admirably simple method of
confuting these people and at the same time justifying our-
selves in our political and erotic revolt: we could deny
that the world had any meaning whatsoever. Similar tactics
had been adopted during the eighteenth century and for the
same reasons. From the popular novelists of the period,
such as Crebillon and Andrea de Nerciat, we learn that the
chief reason for being * philosophical* was that one might
be free from prejudices above all, prejudices of a sexual
nature. More serious writers associated political with sexual
prejudice and recommended philosophy (in practice, the
philosophy of meaninglessness) as a preparation for social
reform or revolution. The early nineteenth century wit-
nessed a reaction towards meaningful philosophy of a kind
that could, unhappily, be used to justify political reaction.
The men of the new Enlightenment which occurred in the
middle years of the nineteenth century once again used
meaninglessness as a weapon against the reactionaries.
The Victorian passion for respectability was, however, so
great that, during the period when they were formulated,
neither Positivism nor Darwinism was used as a justification
for sexual indulgence.
(I edited the post so no one needs to call me on it if they catch the mistake.)
You'd have to ask Mr. Huxley, But I think atheists don't believe in God or gods.