Under a Roman Christian theology, the lord isn’t just some guy. He’s the personification of the quality of existence in the universe.

Look at it this way: imagine if the colour purple walked up to you and said hi. He’s every purple crayon, every purple flower, every purple tee shirt. He is purpleness itself. If you shot him dead with a gun, all the purple in the universe would disappear and there would be one less colour.

Now imagine someone shot Existence dead with a gun. Nothing would exist anymore. To most Christians, this is precisely what they imagine a world without the lord would look like. They are baffled by the idea that atheists think they live in such a world.

Personally, I prefer the original polytheistic interpretation of Judaism, and I think Roman adoption of Christianity is the single worst thing to ever happen to the world.