Bunyip
pro scapegoat
I thought it was well-explained by Falvlun in the first 9 pages of this thread. They have a burden to explain why they reject the claims of theists. It's not a burden of "convincing others," but simply a burden for themselves, to have a rational position.
Rejecting an insufficiently evidenced, or unevidenced claim is perfectly rational. The burden of proof remains upon the party making the claim.