Primarily because there are people, especially here in the US, who want to force all Americans to accept their god as the one TRUE god. They are constantly trying to create a theocracy in the US, one which I believe would rival the Taliban in barbarity.
It's important because of the amount of harm done to people in the name of religion, from cults which kill their children because they disdain modern medicine, to those who destroy children's lives in the name of their gods.
But since we cannot prove that gods don't exist we have to be happy with exposing those who perpetuate evil in the names of those gods, and show people that the religion which tries to maintain a hold upon them is far more evil than any demons or devils that religion claims to fight against.