What is better to be religous?
Or to have a conscience?
Well because there plenty of people without a conscience! Are they stupid?
neither, because "better" is a comparitive, and requires that you supply a quality. which is better, a football player or a marathon runner? well, if the qualifier is "at catching football passes" then the answer is obvious, but "at keeping a consistent pace for several miles" the exact opposite answer would be obvious.
using terms like "better" indicates a belief in an objective standard. otherwise it can only refer to either a personal preference or a qualified condition.
Is believe a religion? Is it faith? Is it hope? Or is it been afraid?