Atheism and agnosticism, or agnostic-atheism, can also be liberating and empowering. If the only option to being an atheist or agnostic is believing a religious lie, that undermines one's integrity and perception of reality, then refraining from blind, emotionally charged, and fear-based beliefs, will only liberate you, strengthening your resolve and effort to improve yourself. You'll become more mature and genuine, than someone who believes in religious dogma to escape from reality.
I'm an agnostic but I lean towards pantheism, or the belief that reality itself is God. God isn't an individual person, but the totality of reality. I find solace, peace, and fulfillment by committing myself to causes that serve the public good and make the world a better place. That's cliche and hoaky, I know, but nonetheless, that's how I imbue my life with value and purpose, it's by dedicating and focusing this life to that which is good and resisting that which is destructive and evil. I don't need a personal, religious deity, to be a moral, thoughtful person. I'm not depressed at all, I just consume and savor whatever I have left of my life.
My favorite dish is fettuccini carbonara:
When I eat it, I enjoy it, irrespective of the fact that I know that once I finish eating, my plate will be empty. The fettuccini is temporal, perishable, it's "mortal", it exists and then it's in my stomach being digested, no longer on my plate to be consumed and enjoyed. This life might very well, be the only life we have, however, don't let that depress you, just enjoy it. consume it to the fullest. Life is precious, even if it's perishable and has its end. Make the most of it and when death comes for you, you will smile in its face, content and fearless, without any regrets.