Well, everyone (almost) ARE worshiping a deity.
However that doesn't mean everyone should act like a zealose priests. Folks usually gives a prays to gods of their choice in privacy. And visit a shines only when it's comfortable for them.
And then of course there are entities that will never would worship anyone, like illithids or aboleths. Who think themself too good to worship any deity. And in case of aboleths, they also won't get punished in afterlife, as technically their lives never ends.
