It's hard to respond without knowing specifics, but there are a lot of different ways that "I don't know," can be used.
When scientifically minded people respond to a question with, "I don't know, and neither do you," it means that the thing is truly unknown--that any explanation for it is either a story or a guess, because there's no way a person could know it It means that there is no shame in not knowing it. In fact, recognizing that you don't know it is a vital step to eventually figuring it out. "I don't know" is the best thing you could say in this situation.
When people answer questions about religious theology with "I don't know," they often mean, "I don't know how this could be, but I believe it anyway." Example: "How does the Trinity "work?" Does Jesus, as God, worship himself or what?" It's impossible to not understand your own beliefs--they exist in your head, after all. If a person claims to believe in something, but it turns out that they don't know what the thing actually is, they're just parroting what they've been told, without thought.*
Or, they might mean, "I don't know how my beliefs could possibly be true, given this fact/new idea, but I'm going to continue believing what I do, anyway, because it's easier than addressing the conflict." Like, if somebody claimed that everything happens for a good reason, like a mother dying forcing her husband to be a better father. If somebody pointed out that it's evil to treat one person's life as if it's less important than a single lesson another person might learn, and asked how God could be good if they do this, and the person responded with, "I don't know, but he is," that's just a cop out.
Or, maybe they're answering "I don't know," in a perfectly reasonable way, like "What existed before the Big Bang?" "I don't know."
I think most atheists would be delighted to hear a Christian admit to having a human level of ignorance. But the sorts of people who get in debates like this seldom do, so I suspect that's not what we're talking about.
*This is very different than accepting real data which proves that something un-understood is going on. A fair number of scientists accept that something out there is creating the phenomena we call "dark matter" and "dark energy." We don't know many details about what this stuff is, but we can accept, or "believe," that something is causing this data, and we're calling those somethings dark matter and dark energy, until more data reveals more about these phenomena.)