Bread, wine, communion, annual religious festivities are also all real. Gods may not be real, but neither are a lot of human concepts. Good, evil, justice, aesthetics, mathematics, class, debt, trust, freedom... any number of things we believe exist but do not have any physical presence in the universe, no proof outside of human inference and intuition (and the occasional bit of paperwork) that they exist. They all, however, have their uses, and their effects are made manifest by our actions, for good and ill.

"Those who dance are thought insane by those who cannot hear the music"