Actually I think athiests would believe in ESP if it existed. We'd be the ones trying to figure out what makes it work while the religionists ran around calling it "proof that our angels talk to us!"
ESP is really more of a cheesy new age belief than a religious one (I'm not sure I'd call new age a religion... It's more like a consumer niche for people who want to pretend to be religious).

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The Tall Man, Phantasm III