Others have already pointed out the probable selection effects at work here, so I'll comment on the side issue of Nietzsche interpretation. Nietzsche didn't think atheism led to nihilism. Nietzsche thought that Christianity had stopped working in the modern world, so that trying to rely on Christianity led to nihilism. In people who were at least marginally reflective, Nietzsche thought atheism could be an effect of nihilism; he didn't think it was the cause of nihilism.