That's entirely valid. I actually think The Exorcist is scariest for agnostics, who believe there is (or likely to be) other dimensions, spiritual forces, an afterlife, etc, but don't know quite what. I'm a Christian myself, so more firmly set in my beliefs, but I was agnostic when I first saw The Exorcist, and it terrified me out of my mind. These days, I view it through different eyes (as you'll see if you read the article I linked to about The Exorcist here). :)