First off, please keep in mind that "atheist" and "religion" are not mutually exclusive. There are atheistic religions, and there are theists who are not religious. In this instance, it doesn't much matter, but when arguing with extremists who believe themselves to be rational, intelligent beings, it really pays to know your facts. ^^

I don't think it's particularly "strange". While there are Christians like Wingless, who do not believe you're going to Hell just because you're not Christian, there are others who are different, and believe people like you and I are going to end up in a rather terrible place at some point. Some of them are well-meaning, and believe harassing you and making you uncomfortable is better than what awaits you in the afterlife. Others believe "good" and "Christian" are synonymous and thus, if you are a good person, you are a Christian, and if you are not Christian, you aren't good. Others still have had what they feel to be divine experiences -- and, being in an experiential faith myself, I'd be the last to doubt them -- and can't comprehend how you haven't felt the same thing. And then, some of it is just good old-fashioned wanting to feel superior.

It sucks being told that something's wrong with you because your beliefs, or lackthereof, are different. But please, don't fall into the same trap. Hearing "you're insane for believing x", for me at least, hurts more when it comes from an atheist than when it comes from a theist.