Very much doubt that all those who watch and enjoy Game of Thrones are atheists. They are enjoying the acting, story and visual presentation. However what is amusing are the writers. They have consciously chosen to exclude traditional religious ritual especially any hint of Christianity from their story. Yet they exercise their mystical capabilities and needs as manifested in the form of flying dragons and ferocious armies of the dead. Fantasy is mysticism.
To be fair, both the original writer and the scriptwriters created numerous religions in the GOT world.
Some of these are very relevant to the plot. They are both pagan-Catholic allegory or varieties of mystical paganism, and some of it is outright shamanism, much like Japanese Shinto.
The scriptwriters have downplayed much of the religion in the last couple of seasons, no longer constrained by GRRM’s material.
Its interesting to compare to JRR Tolkiens treatment of religion in LOTR. It is both nearly invisible (nobody goes to church!) and part of the deep structure. Or CS Lewis in Narnia, where it is all allegory, or in Out of the Silent Planet.
Not surprising, considering Westeros is NOT on Earth. Since it’s a completely fictional world, there’s no Christ-story to allude to.