Invariably, atheists will be asked a question along the lines of:
"But how do you explain...."
What happens from here can vary. If you have a particularly (ahem) uneducated theist, the phenomenon warranting explanation will be one that does, indeed, have a readily explicable natural explanation.
But this is a pitfall and a trap that should be avoided.
Perhaps the most famous example of this is Bill O'Reilly's "The tides come in" Argument. It has since garnered meme status, as has the facial expression of the atheist (Dave Silverman) to whom this Argument was addressed.
Essentially, Bill O'Reilly's argument for God was the inexplicable nature of the tides. This, in and of itself, is probably enough to send many atheists' heads spinning. What's more, is that Dave Silverman's response did not address the obvious: the Moon causes the tides.
While there has been some criticism for this, I agree with his stance as he deliberately chose to address the core issue, one you will more directly and immediately experience by more educated Christians who ask questions which currently defy natural explanation: God is not a substitute for "I don't know."
Yes, there are a great deal of questions whose answers we don't know. That will always be the case. In the event you are presented with a question that does have a known answer, I call it a trap because it will simply result in regression till you get to a question that doesn't have an answer. Better to cut to the chase and address the fundamental flaw.
I don't know why reality is, that the universe began or if it did, how it began. I don't know why there are as many fundamental particles as there are, why they have the masses, charges, and spins that they do, or whether or not they are facets of some underlying simpler reality (a la String Theory).
I don't know if Free Will exists. I don't know if I have a Soul. I don't know if my being-ness will persist after biological/clinical death.
I don't know.
I'd like to know. I, like all humans, am curious about the world I find myself in. My curiosity, my thirst for knowledge, is not so strong that I must completely exorcise ignorance from my vocabulary. I wish to minimize my ignorance (where practical) but I am not distressed by its necessary existence in the body of knowledge I possess.
As such, I feel no compulsion to insert the non-answer "Because: God" for questions I have no natural answer to. Furthermore, I have genuine confusion over those that do, because it hints of an underlying hubris that suggests that not only are we capable of having all the answers but, for those that believe in God, they actually do have all the answers. This is odd, especially for a religion that ostensibly prizes humility.
Why do they do it?