Atheists refuse to believe in God for lack of evidence.
Well, to be hard-nosed about it, all there's evidence for is awareness and its contents. There's no way to tell whether the story told by the stream of images, smells, sounds, thoughts, and emotions that pass through awareness have any correspondence with any "external" reality.
Thoughts about "I" or "me" are just thoughts in the stream. They have no more evidence backing them up than any of of the other thoughts or impressions that flow through.
There's no telling where the objects in awareness come from -- they simply seem to arise, have their moment on the stage, and pass away.