You don't have to believe in anything. But if you are an adventurous soul you might want to search for truth. Vedanta is the perfect philosophy and religion for an atheist or agnostic. Actually, in truth, we gain nothing when we attain realization. We are always that ineffable Divine Being.
All spiritual practice is for the purpose of removing our ignorance of our real nature.
All that we seek in life is attained in its infinite fullness in the experience of Self-realization. The current Western cosmological paradigm is only the tip of the iceberg. Infinite Being, Knowledge, Bliss Absolute. The Divine Reality is not a concept that can be thought of, written about, or spoken of. In the attempt to conceptualize the inconceivable, differences of interpretation are bound to arise - hence different religions.