Faith in nothing is hardly sad. Why would you put all your unquestioning belief, your "faith" as it is in anything?
There should be nothing beyond the touch of examination, no concept or aspect of ideology should be immune to scrutiny.
Most atheists, of the ones I've known, simpy realize that they are willing to accomodate the reality that any item they have currently accepted as true is only provisionally. There can, and often does, come a time when some aspect of your understanding must be adjusted when new evidence or information comes to light.
The religious are steadfast against such reckonings. The skeptics embrace such.
It's merely the path to truth, and is the purpose unto itself.
The religious tend to discount anything that runs counter to their world-view.