There is a saying that ‘There are no atheists in foxholes‘ – meaning that under extreme duress all people believe in, or hope for, a higher power.
Perhaps.
What is evident, though, is that in foxholes no-one believes in the Gods they claim to believe in. Because if they did believe in Yahweh, Allah, or whatever, they wouldn’t need foxholes: their god would protect them; and even if their God screwed that one, they’d be promptly whisked to paradise. If they really believed that, they’d have nothing to worry about.
So what is a religious person doing in a foxhole? Most likely they are afraid of meeting their god, and hope for a truly nice guy in the sky instead. They hope that their ‘real’ god doesn’t exist.
Hence the foxhole.