From a guy who actually was in Auschwitz…
Like Amery, I too entered the Lager as a nonbeliever, and as a nonbeliever I was liberated and have lived to this day. Actually, the experience in the Lager with its frightful iniquity confirmed me in my non-belief. It prevented, and still prevents me from conceiving of any form of providence or transcendent justice: Why were the moribund packed in cattle cars? Why were the children sent to the gas?
I must nevertheless admit that I experienced (and again only once) the temptation to yield, to seek refuge in prayer. This happened in October 1944, in the one moment in which I lucidly perceived the imminence of death: when, naked and compressed among my naked companions with my personal index card in hand, I was waiting to file past the “commission” that with one glance would decide whether I should go to the gas chamber or was instead strong enough to go on working.
For one instant I felt the need to ask for help and asylum; then, despite my anguish, equanimity prevailed: one does not change the rules of the game at the end of the match, not when you are losing. A prayer under these conditions would have been not only absurd (what rights could I claim? and from whom?) but blasphemous, obscene, laden with the greatest impiety of which a nonbeliever is capable. I rejected that temptation: I knew that otherwise, were I to survive, I would have been ashamed of it.
If you ever get a chance to read Primo Levi, please do. His writings on his experiences in WWII and Auschwitz are extremely powerful and well worth the time.