Faith in the Hero@Heart Universe is not necessarily religious faith. While the Judeo Christian god may play a part, especially in the ESPER horror roleplaying game where characters can choose to play uniformed Catholic clergymen, Faith has a much higher reaching meaning. Not having faith in ESPER may not grant you the powers of the Almighty, but it will also make it more difficult to see the spirits which are taunting the rest of your party. In the Days of Old, your magic may come from your own Willpower, or your Intellectual knowledge of how to use an ancient artifact, but it may also come from Faith in one of the anceint World Spirits. In Star Captain, you may not have faith in Sh'zgra'hang'ga, the deity of Anthromenes IV, but you may have faith in Zig of Solanga XVII, and your faith might overcome the faith of his followers. In a dystopian setting, you may have faith in the government, or in the revolution, or in the goodness of humankind.
Faith can be a very important part of a character. Of course, having no faith is just as valid.