No-one believes she has really gone anywhere. Both Arroway and Joss are looking for meaning in different ways - one through her quest for extraterrestrial intelligence, the other through his spirituality. The movie also recognizes that science doesn't provide this kind of meaning. At the same time we feel emptier, lonelier, and more cut off from each other than at any other time in human history. The film Contact has a lot to say about God - remarkable for a science fiction adventure.
People are religious for dishonest reasons.
For example, at the selection board for who will fly on the space machine, Ellie is asked if she believes in God. Sometimes we just have to accept God's will. Religious people aren't open to honest questions. Ellie went to Sunday school as a child, but they asked her to leave because she kept asking awkward questions. A key figure is Palmer Joss, theologian and mystic.