On the other hand, those born into families that have strict religious indoctrination from the time verbal communication between parent and child is possible are probably not as likely to consider the alternatives. Religion is most forms tends to admonish the consideration of other beliefs, sometimes by the use of fear. Monotheistic religions often go to great lengths to stress the righteousness of their views and the danger of even considering other gods - or no gods - even exist.
When a religious zealot tells me that I need to keep an open mind, I'm baffled that they would immediately assume I'd been an atheist my entire life. Yes, we're all born that way, but as a child I was Catholic. If anyone had an open enough mind to change his views it would be me. Had I remained Catholic (especially in the face of my numerous doubts) I'd have been extremely closed-minded. No harm will come to any religious person to apply critical thinking to the question of religion and faith. The application of logic is required, though.
Logic is another one of those words used far too liberally by some. It has an actual applicable process to it, not just feeling or intuition. It's quite the opposite of feeling and intuition, in fact. Logical fallacies are long-standing agreed upon situations of thinking that defy logic. Some common ones are the Slippery Slope (if gays can marry, soon people will marry dogs) and the ad hominem (well, you atheists are just stupid heathens!). In fairness, no one is immune to these fallacies. Atheists will just as easily fall into these snares. Nothing is black and white; you can make perfectly logic decisions about buying a car while making absurd claims that the Earth is hexagonal and made of cream cheese (maybe an overboard example?).
When it comes to religion, the reason most people proceed without logic is the idea that faith is a virtue. Faith is simply the admission that you are believing in something that has no demonstrable reason to be believed in. It is an idea that lacks evidence and often defies logic. I'm not talking about 'having faith that your co-worker will do his or her job' but the kind of faith that leads people to deny evolution in favor of Young Earth Creationism, or that prayer heals the sick and no medical intervention is necessary.
Faith is not a virtue like gambling is not a stable source of income. Both may provide the occasional 'win' by sheer chance, but neither are a sound practice. So if you are ever inclined to tell an atheist they need an open mind, consider that they have come to their conclusion by the application of logic and critical thinking. Open minds are fine for tastes in food and music, arguments of politics and philosophy... but when it comes to the application of real-world science and evidence or lack thereof, it is best to approach with skepticism. Not so heavy a skepticism of the established facts, but definitely a heavy skepticism of that which lacks evidence.