Religion does serve a purpose as a social cohesive force by providing a set of shared values or ethics in a society.
Even a western atheist will have been infused from an early age with Judeo Christian, and ancient Greek/Roman ethical values.

Worthwhile to question both the values & ethics that are shared, & why we have these rather than other ones.

One of the values we have been exposed to, is to question what we have been taught.

@tiger: I'd agree with that with the minor, but I think significant, change: One of the values we have been exposed to is that of questioning what we have been taught. - I'm not trying to be picky, what I mean is that the ability to question pretty much comes with consciousness, but the emphasis on the value of doing so is what we have been exposed to - what's often called the scientific attitude; although it did not begin with the rise of modern science, it has been greatly strengthened by the apparent success of science in changing the world as we desire - probably a conclusion that has been jumped to a little too quickly, but certainly not without cause.