"and what can be more absurd than believe in God?"
And if you were arguing with a rationalist what would be more absurd to him than a belief in a transcendant God? You are critiquing a man from a 21st century mindset, not the context in which he wrote and thought. His existentialism is a 20th century construct. He was a devout Christian who was almost singlehandedly fighting the smug Deist complacency of his state church.
Have you read any of his devotional or theological writings or are you just quoting excerpts and opinions from his critics?
BD,I have read many of Kierkegaard,s theological writings and The fact is the man made many absurd statements.
Here is one for example
Kierkegaard says "The Christianity of the New Testament does not exist"
He was an advocate of "leap of faith" way of life" which is full or risks.It was the only commitment he believed could save someone from despair.
Although different from someone like Swedenborg (who did not believe Satan existed) He is much the same since He really did not believe everything written in the Bible to be true, so he felt the need to add his own Psychology to analyze Gods true word.
This is a mistake too many Philosophers often make,so I would be careful to elevate people like Kierkegaard and Swedenborg as devout Christian examples.
One can only hope that they found the truth before they died.
Peter Drucker thinks of Kierkegaard as a prophet
http://www.peterdrucker.at/en/texts/kierke_02.html