As for 'atheist', writers have always avoided ascribing religion to him like the plague lest it diminish his universality; if it's ever brought up, it's usually stated that he's big on Rao, the Kryptonians' god.
In fact, if one had to assign a religion to Superman, wouldn't he be jewish?
No; if he's a member of an earthbound religion, it'd come from the Kents, who pretty much scream small-town American Protestant.
There really aren't that many Jewish characters in comics, compared with what you'd expect given that Jews basically ran the show from the late '30s until the late '60s. Of course, that was a different atmosphere, when 'Stanley Martin Lieber' had to go by 'Stan Lee'. Nowadays there's a couple: the Thing (who was always ambiguously Jewish, though they only recently confirmed it), Kitty Pryde (whose creators weren't Jewish), Magneto (who is usually more ethnically Jewish than religiously).
Religion in comics tends to focus either on various Christian denominations or madeup/mythological ones that nobody (or few people) can take issue with (like Wonder Woman's Graeco-Roman pantheon, the various magic religions, etc.). Since most writers come from a generically Christian background, they tend to avoid religions they aren't as familiar with lest they get it wrong. As stated, Jews are thin on the ground (ironically, the Jewish near-monopoly on the Big Two broke up just when it became permissible to write about such things), there are only a handful of Muslims (Dust and Excalibur at Marvel are the only two that I can think of to have recently been on a main cast), even fewer easterners (Green Arrow II is a Buddhist, that's about all that comes easily to mind).