This post raises a whole constellation of connected questions, so here are my thoughts on all of them:

If the question is "Can Wednesday be religious and still be a smart person who's good at using rationality?", the answer is empirically yes (eg Robert Aumann).

If the question is "Can we still call Wednesday rational if she's religious?" the answer is to taboo "rational" and let the problem take care of itself.

If the question is "Is it okay for Wednesday to be religious?" the question is confused in the first place and any answer would be equally confused.

If the question is "Should Wednesday choose to believe religion?" the answer is that you don't voluntarily choose your beliefs so it doesn't matter.

If the question is "Should Wednesday, while not exactly choosing to believe religion, avoid thinking about it too hard because she thinks doing so will make her an atheist?," then she's already an atheist on some level because she thinks knowing more will make her more atheist, which implies atheism is true. This reduces to the case of deception, which you seem to be against unconditionally.

If the question is "Should I, as an outside observer, do my best to convince Wednesday religion is wrong?" the answer depends on your moral system. I'm a utilitarian, so I would say no - I think it's a background assumption here that she's happier being deceived. I know you're not a utilitarian, so you'd have to work it out in whatever system you use.

If the question is "Should we at Less Wrong exclude all theists?", my answer is of course not. If they want to come here and talk about prisoners dilemmas or the Singularity or something, then of course we should welcome their opinions.

If the question is "Should we at Less Wrong tell all theists they can't talk about how great religion is?" my answer is a qualified "yes". Not because we specifically hate religion, but for the same reason we don't allow posts explicitly about politics. There are places for those debates, this isn't one of those places, and having them completely changes the feel of a community and saps its energy.

If the question is "Should we at Less Wrong stop acting like atheism is an open-and-shut case?," my answer is "no". Sometimes in order to move on, we've got to accept certain assumptions. For example, even though there are a few hard-core steady state theorists out there, most astronomers have accepted the Big Bang as a default assumption because they can get more done by building on Big Bang theory and working out its exact implications then they can debating the last few steady-staters ad nauseum or refusing to even mention the beginning of the universe because it might exclude someone. Christians work in exactly the same way; when they want to discuss obscure points of theology, they start from the assumption that God exists and work from there, although they'll discard that assumption when they're debating an atheist. I don't hold it against these Christians - they'd hardly be able to do theology without it - and I hope they don't hold it against us.

If the question is "Should we at Less Wrong stop saying mean things about religion?" then my answer is that we should never deliberately say mean things just for the sake of saying mean things, but that if it's absolutely necessary to condemn religion to make some greater point (like to use it as an example of a bias towards anthropomorphism) then it's not worth refraining from it to prevent potentially some hypothetical theist from feeling excluded. However, writers should make sure to phrase it as neutrally and non-insultingly as possible, something atheists are generally bad at.

If the question is "What kind of person would name their daughter Wednesday?", I have no good answer. Maybe someone who really, really liked the Thursday Next books?

Also, this wins my prize for most intriguing title on LW so far.