I contend that we are both atheists. I just believe in one fewer god than you do. When you understand why you dismiss all the other possible gods, you will understand why I dismiss yours.
– Stephen Roberts
There is simply no more evidence for Jehovah than there is for Zeus. Christians find no reason to believe that Zeus exists, so they do not believe in him. For the same reason, I do not believe in Jehova.
This is a popular atheist trope. And it illustrates the anti-intellectual quality of "freethinkers."
In Greek mythology, Zeus has almost no explanatory power. Almost nothing depends on his existence for its own existence–or flourishing. The cosmos preexisted Zeus. Zeus was not the planner or creator of the universe. Life on earth does not depend on Zeus. He didn't create life on earth. He doesn't sustain life on earth. Indeed, Zeus is, himself, a product of the world process.
If Zeus existed, then ceased to exist, his nonexistence would change very little. Life would go on as normal. For the most part, it would be as if he never existed in the first place. He's not a load-bearing wall.
Zeus fathered many offspring by women and goddesses. In that respect, his existence has a ripple effect. But hardly more so than any human life, or any human king. Nearly every human life has a ripple effect. For the most part, Zeus doesn't make bigger waves than humans do.
In Biblical theism and/or classical theism (e.g. Augustine, Boethius, Anselm, Aquinas, Leibniz), by contrast, just about everything that isn't God is dependent on God. There are some variations. In freewill theism, human choices are independent of God. But that's not the case in Reformed theism.
In Augustinian theism, even abstract universals are dependent on God, as divine ideas.
In natural law theory and divine command theory, morality is dependent on God.
By creation ex nihilo and ordinary providence, all creatures depend on God for their existence and continuance.
In Biblical theism and classical theism, God is a unifying principle in a way that's not remotely the case for Zeus. Now, an atheist may attempt to deny that God has any real explanatory power, but the comparison with Zeus is inapt, for these are not analogous propositions. Even in principle, Zeus doesn't have the explanatory role that Yahweh has. Zeus is just one of many finite, contingent beings. More powerful than most. But expendable.