One of the most crucial psychological paradoxes is the social necessity to develop a high degree of awareness while simultaneously learning how and when to suspend it. The former is of little use without the latter. Most, if not all, of life's most meaningful experiences happen in the delicately constructed mental space that lies between the two.
This is the seemingly mysterious but actually highly pragmatic psychological world people create together so that they can joke, pray or fall in love. Those things can only occur when the participants concerned instinctively and jointly agree to pretend that they do not know what they actually do, about life and death.
Not only is there no harm in that, it is probably as life-saving a psychological phenomenon as any. But developing awareness without simultaneously learning how to detach oneself from that understanding, when one needs to, can lead to serious psychological troubles.
One could even argue that all clinical symptoms and many social ills are tied up in the balance people can negotiate psychologically between awareness of the underlying tragedy of life - it is short, unfair and ultimately meaningless - and a judicial and timely suspension of that knowledge.
Take humour. How can one laugh when children in Niger are starving to death? Paradoxically, tragic sights such as a dying child are one of the reasons laughter exists. Or, to be more precise, human beings have evolved the mental skills to understand what is happening to living things apart from themselves and to feel empathy.
This sophisticated psycho-sociological response is bearable only if the person who feels it takes the action that those empathetic feelings exist to spur - or if they have the counter-balancing ability to trivialise those psychological triggers. One way is to twist them into the safety valve of a joke. Hence, the particular proliferation of jokes that spring up at moments of social stress. Religion also operates at the cusp between knowing and pretending not to know - or, to put it another way, between choosing Enlightenment rationality or faith.
All things considered, it is psychologically healthier to believe in a god. However, it is not staunch believers who do the best psychologically, but those who manage to hedge their bets.