This is where i was heading as well.The hypothetical past of some humanoids lacking religion is a fantasy. But that's a strawman if you think it's the vision the three horseman have. Using intellectual empathy, you'd see that they understand the past and present cannot be altered, of course. They're talking about the future, and a future without religion is a very real possibility whether you want to admit it or not.
a place where belief in religion has never happened, and is apparently impossible is not the world we live in, and it doesn't involve creatures much like us.