If anime doesn't dable in religion it means it is atheist though right?
No. Atheism is the intellectual position that a god or gods do not exist, not the lack of a focus on religion. Anime is no more 'atheist' than an American sitcom that has nothing to do with religion as the source of its comedy, or other types of media that don't focus on it either.
That also said, 'anime' is not a monolithic entity - it's simply a generic term for Japanese animation. Each show is different, has different focuses, and has different plots. You can't judge the entire animation industry over there based on the viewpoints of show X or show Y. Think of it the same way you'd treat classic literature or Saturday morning fare like Looney Tunes - when did those ever deal with religion? Classic literature might, if something about the plot had to do with the church or what all, but most of it has nothing to do with religion or faith. That doesn't make most of our literary heritage 'atheist', though.
Just be informed about the shows beforehand. Filter them the same way Western TV and movies are - there's plenty that are perfectly appropriate, there's others which are more hit or miss depending on one's convictions, and then there's others that are certainly not appropriate whatsoever.
Also of note, the translation from Japanese to English is not always completely accurate, and things can come out sounding worse in English than they would have in the original. For instance, Japanese has several generic words for mythological creatures -
youkai is one such word, and doesn't have an adequate English translation.
Youkai doesn't say anything of the creature's intentions - you can have some that are good and some that are bad, or others that really don't actively care either way. The problem when bringing such series into English, is that a lot of companies have, for whatever unforeseeable reason, used the word 'demon' to translate
youkai (to be fair, though, the way the Greek word 'daimon' is used in the original Greek mythology is a tad more accurate, but still not entirely). Obviously that's a problem, as from a Christian perspective there's no such thing as a good demon. That whole issue could have been averted by not using such a bad translation.