I believe it provides a different type of consolation.
What I get from not being religious are the removal of needless excuses as to why things happen, or god wishes certain events in my life to happen etc etc. I take comfort in knowing that my own decisions will effect the outcome (mainly) in my life, along with chance and other people and that god doesn't have a plan for me, I create my own plan.
If it rains and I crash my car, it isn't because I have sinned or god wants me to be an amputee, it's because of chance and weather and my ability or somebody else's to control the vehicle. The control over my life and future is my comfort. I also believe we have but one life, not another shot, and therefore try to life it to the fullest. Once we're gone, like every other living thing on earth, we're gone forever.
I just never saw the point of living ones life according to something you won't see until you are dead, or devoting yourself to a cause they may exist.
The question I always ask myself is this:
What if god does not exist and I have concentrated, obeyed, devoted, studied etc etc to something that isn't real? Thats scary.