I believe, in fact, they largely are, if maybe in a confused way.
That's entirely possible, even likely. (My earlier remark had more to do with theorists than with day-to-day practitioners.)
Perhaps interestingly in this context, I recall seeing surveys showing that theistic belief (though not necessarily the mainstream religions or any of those religions' orthodox theologies) tends to be more common among physicists (and, if I recall correctly, mathematicians) than among psychologists. Not that I'm recommending drawing any conclusions from that factoid, but I suspect that physicists are more inclined to be impressed by the sheer Platonic majesty of the universe :-).
Peter Kreeft agrees, for the same reason.