Allow me to bring a little Christfag perspective into this, because there are a couple things I hadn't considered about Bob before.
I think
@FriendlyManbaby makes a good point with regards to Bob having a fear of death. It's something that everyone has to wrestle with at some point, and it can become painfully clear to you when a loved one is at death's door. We fear that this is all there is, that when our life passes, that's it for us. It's a perfectly rational fear to have.
Bob also believes that good things should happen to good people, bad things to bad, and he even claims that you're a "moral or intellectual weakling" if you can't determine an objective quantification for these obviously subjective, unquantifiable things. But even putting aside that good and bad people are all relative to one's point of view, he wants those he hates to suffer, even if their only crime is disagreeing with him. He believes that he should be living in a utopia where he and his ilk get all the rewards, and everyone he hates is thrown into the pit.
For someone with a supposedly Christian upbringing (lol jesuit scholar), it's funny how he rejects Christian teaching on the former part while embracing the concept of God's judgment in the second.
Obviously, Christianity (and many other religions) has the concept of life after death, a better life for those who believe. It is this belief that helps those who are religious with their fear of death. Sure, doubts may remain, but their faith keeps them going.
Then there's the ol' "why do bad things happen to good people" question that Bob brings up. His answer is "they shouldn't, that's not fair, if i were in charge my enemies would get shipped to the gulags, reeeeeee." I'm not sure if all denominations have the same teaching, but from how my pastor described it, Christian teaching on the reason bad things happen to good people is because this isn't the world we were meant to inhabit. Due to the original sin, humanity was cast out from God's perfect world to the imperfect world beyond, where there is pain and suffering for everyone regardless of their morality. Only after the end times will believers enter the new heaven and new earth, the perfect world reborn. Bob would certainly love to see himself in the role of God in the end times, casting the heretics (i.e., anyone who disagrees with him) into the pit.
I think this is also part of what makes Bob so angry. He may rail against believers all he wants, but in his rejection of Christian teachings (or any religion, for that matter), he's cut himself off from a belief system that could help him with his anger at the world and its imperfections. Death loses its sting when you believe that it isn't the end, and bad times are easier to cope with when you realize they're just gonna happen no matter what. On top of that, returning to the church would offer a support network of fellow churchgoers, routine services to give him a reason to get out of the house, and (perhaps most importantly) a lot of potluck dinners. Instead, he embraces the most euphoric fedora-tipping anti-religious stance possible, deriding anyone of faith as a smooth-brained mongoloid, unable to compare with his galaxy-brain intellect.
Is belief irrational? Of course it is, and I certainly don't claim otherwise. But Bob's full of plenty of irrational beliefs as it stands, so he really shouldn't use that as an excuse.