Atheists exist, because religion exist. If there was no concept of any gods, there would be nothing to not believe in and the term "atheist" would be without meaning, because it would be the social norm. As for why, here are my personal reasons:
I see no evidence that proves or disproves a single god of any religion, but that does not mean I'm going to default to belief
I guess the reason I don't see why any one religion is true is because of the fact that there have been 1000s of religions over the years and all of them have been thought to be the absolute truth when they were most popular.
I don't think any scientific theories about the origin of the universe are any more provable than what any religion says about the creation of the universe. It's all about perspective.
Say a Christian is walking along a beach. He sees rocks from the ocean floor on top of a cliff. To him it's evidence of the great flood that the bible tells of. An atheist may see the same rock and see it as evidence that the ocean used to reach the top of the cliff, but eventualy receded over millions of years. The same evidence that proves one side of the argument, can also prove the other side, it just depends on how you look at it.
Because there are so many possibilities and I haven't a single piece of evidence that supports any ONE of them over the other, scientific or otherwise, I highly doubt that any of them could be "THE" "ONLY" "RIGHT" "ONE". Of course I know that I could always be wrong, but the possibility of me being wrong isn't going to scare me into believing something that I honestly can't see being true. And what if there is some kind of god or supreme being, but no religion has ever written about it, or thought of its possibility? That means all religions could be wrong, including yours. Is that going to stop you from believeing? No, same goes for me.
I know some people might argue that ALL religions are right and it's just a matter of what you have faith in, but if that's true, why can't atheism be right, too? If there does happen to be a god and you only have to believe in it to go to heaven when you die or get reincarnated, or whatever you believe, why can't I just not believe and not have that happen to me? What if I don't want to stare at Earth from the sky for eternity, or get reborn again into a hostile enviornment like this? Oh well, my loss, why should you care?
For those reasons, it just seems highly unlikely that what any ONE religion says about a god(s) could be right, and if all are right then it shouldn't matter that I don't pick one. Of course I'm not 100% sure, nor do I think I'll ever be. But just because I can't know for sure, doesn't mean I'm gonna be afraid of being wrong and try to pretend to believe in something, just because of a possible wrong answer.