They grow up having meaning of life, and all the rules to follow to get to the better place. You don't think you just follow.
When you break out of shackles of religion you are faced with reality, you are responsible for finding the meaning, you are responsible for creating rules for your life and to follow them.
Its my pet peeve when I hear 'atheists are just lazy and left the religion because its easier'. When its the opposite. A godless person that understands that concept of god (more precisely any god that people claim exists and talked to them via various means) doesn't make sense, is burdened with all complexity of life without mental shortcuts religion provides.
All that said, de-converting into atheistism doesn't automatically translate into lifelong misery.
In other words, religion is wonderful for those for whom it works; the same goes for existentialism (our meaning comes from within) or really literally anything else that gets you through the day.
Every morning we wake up and the vast majority of us decide to not jump off a tall building. Why?