I have to disagree with the conclusion that "It's the natural state of the human being to not believe in any religion." Of course we are born without any religion.
We are also born without a language. Does that mean it's the natural state of the human being to not speak in any language?
We are born without the ability to read and write. Indeed, for millennia it was "natural" for most humans to remain analphabet. Does that mean we should not "indoctrinate" our children with our own writing and reading system? Perhaps we should leave it up to them to decide whether to use the Roman alphabet, the Cyrillic alphabet, Devanagari, Sinhalese, Arabic, or Kanji.
The truth is that we teach our children what we believe is best for them. Parents who believe a specific religion is good for their children teach them that religion. Others teach their children a different religion (and, by the way, not all religions are theistic--Buddhism is nontheist, which is what we are born with, neither believing nor disbelieving). There is no difference here from some parents teaching their children to cut their food with a knife held in their right hand, then sit the knife down and eat with the fork in their right hand, while other parents teach their children to hold the knife in the right hand and the fork in the left hand at all times. Not to mention chop sticks.
We humans are born totally powerless. We cannot speak, we cannot walk, we cannot change our own diapers. We rely on our parents to help us survive. To imply that it is somehow unnatural for our parents to teach us all they can is ridiculous.