For me, it's losing the belief that good will eventually win in the end and that everything that seems to be bad is actually a part of some greater plan for good. It's realizing that we are not unified in substance, there are no benevolent, powerful beings that intervene to give us a helping hand, reward us for overcoming our obstacles, or listen to us when we need an ear. We're on our own with our problems, the future is at constant risk, and, in the real world, evil triumphs over good more often than not.
I'm in my 80's and I still prefer to know the truth rather than a comforting lie. It's largely practical. If I want to get to (say) New York, it doesn't help to believe I'm in New Jersey (which would make it a relatively short journey) when I'm really in Texas. None of this is true by the way, just an illustration. It cuts both ways. Often the truth will reveal that things are not so bad as you fear. There was a saying that could be hung on the wall, "Most of the things I worried about never happened". What you say is a very pessimistic view of life. It's all true, but it's not the whole picture. There may not be a greater plan, but neither is there arbitrary eternal punishment waiting for us. There are no angels looking out for us, but often people can be surprisingly helpful.
I realize that most people who grew up nonreligious have a kind of suppressive defense mechanism built up where they simply don't think about these things very often. They might avoid the subjects when they come up. If they do address them, even secular people have a bunch of "bologna" they tell themselves to make themselves feel better, like the confidence bias, regression to the mean, "bad stuff happens to other people," "we can create our own meaning," etc. Just these relentless lies they use to gaslight themselves into thinking they're happy.
That's me (nonreligious) but I do think about such things a lot. I try to recognize actual risks, plan for them, then try not to worry. That's not delusion, just doing the best with a difficult situation. It's not helpful to ignore bad things but neither is obsessing over them.
I can't do that, though. When my religious worldview crumbled, it took everything with it. My epistemology, my understanding of who is trustworthy, my relationships with other people. Everything collapsed. As I built it back up from the rubble, I couldn't put those lies back in any more than I could return to a belief in the Resurrection of Jesus. It's too transparent to me now.
You have my sympathy. I had the great good fortune not to have been indoctrinated with religious ideas, so I never had the expectations that they engender. I have a somewhat negative view of the world (humans actually, the rest of the world is fine), but I'm not disappointed when they behave as expected. Please don't take my comments as some kind of judgment, we are in very different places.
Have you heard of Thomas Ligotti? I think he captures the predicament well.
I hadn't, and looked him up. A writer of horror fiction?
