I find religious people passionate about following the rituals of their religion (for many more than the intention), in a similar way as atheists are passionate about other rituals (their sport, their eating routines, etc.).
For me the absence of thankfulness equals more with awareness. Should I be thankful I have a house? I prefer to be annoyed other people don't have, or that I can't do better (ex: have a house that generates less carbon, etc.).
There's however also a problem with too much agency. It breeds anxiety, discontent, unhappiness. Not everything in your life is under your control, and expressing undirected gratitude is one way of acknowledging that.
The result? I definitely find it's helpful navigating the ups and downs in life. Like any other skill, if you practice gratitude you can be grateful even when you've had a significant loss, and it really helps you pull through that. Vice versa you can remain humble through significant improvements in life.
Humans have been fighting against "chance" for the whole evolution (chance of starving if you don't catch something, chance of suffering if you take a bug, etc.). I fully agree, you should not feel responsible for it, but you should not like it (or thank it) either.