Dean's a cynic at heart, and I doubt he could ever fully embrace a God that just stands by while his mother got torched on the ceiling, or letting all that evil run rampant, leaving people like him and his brother to clean up the mess. And then angels show up, and they act like dicks and want to "purify" entire towns for their convenience.

Plus, God doesn't seem so fond of Sammy, and that's a big no no ;)