I think the idea of being envious of religious people is grounded in two fundamental errors. First, it is attributing a level of solace to religiosity that is rarely, if ever, achieved in practice. Yes, you can find religious people who are content, but the same applies to Zen monks who have no god but do have a grounding in a framework that explains the world and their role in it. As the Buddhists point out (if we can take that path), discontent and suffering comes from wanting the world to be different than it is. Whether one subscribes to a Buddhist philosophy or thinks everything is in God’s hands and is therefore all for the best, the key is accepting what happens. Or in the Taoist saying “Sitting quietly, doing nothing. Spring comes, and the grass grows by itself.” My point here is that it’s absolutely not religion that’s responsible for that, but rather a philosophical point of view that can also be arrived at via non-theistic justifications. I’d argue it’s even easier without the god part, since you don’t have to rectify with the problem of evil. If an all-powerful and loving god gave your newborn child a fatal disease, that’s a lot to have to figure out. That’s where you get all of those ridiculous, stomach-turning platitudes. If your child developed cancer because biology is kind of stupid (and I’m saying that as a biologist), it is still a cause of sadness and mourning, but there’s no causal party involved.
The second part is that whether you’re reading the lives of the saints, talking to friends, or pouring over the latest Pew survey on religion and life satisfaction, you’re looking at self-reports.
Do a thought experiment. Pick a cult-like religion. It could be Mormonism, adventism, Scientology, or something more like a David Koresh or desert dwelling new age thing. Imagine running through questions about satisfaction and happiness with those members, given they know you’re interviewing them on the basis of the religion they hold and (essentially) whether they’re good people because it’s working for them. Or talk to former members of those cults about how they acted versus how they really felt and what that realization was like.
At the end of the day, we as atheists have fewer reasons for existential dread because once you progress past the theology of a twelve year old, there’s far more problems introduced than answered by religions, and a large percentage of those problems come from the mythological component of their philosophies. I don’t go around trying to pick arguments or disabuse people, and I very, very much get Marx’s point, but I think he under-theorized the social and psychological dimensions and that he could be over-generous.