As Ryan (the main character) feels the full hopelessness of her situation, she wishes that she knew how to pray. She says that she was never taught how, the implication being that both she and her parents were atheists. She also indicates that she plans to be with a dead loved one when she dies. Later, she even speaks to one of her dead colleagues, asking him to watch over her dead loved one. I suppose that this places her more fully in the realm of agnostic, but it seems to be an inconsistency.
Perhaps it's a "foxhole conversion." Many people, when faced with death, find themselves pleading with the forces beyond their control. We instinctively know that there is something greater out there and reach out for it at a primal level. Some would say that our desperation causes us to seek out any avenue of escape; that is no doubt at least partially true. Before learning of Christianity, did people call out to their idols or the forces of nature? Before religion, did they beg for mercy from the stars? I feel that, rather than these being desperate grabs, these conversions are our realizations of God and His loving presence which constantly surrounds us.
Our belief in an afterlife has been a part of our humanity since there was a humanity. Even the neanderthals who came before us exhibited signs, such as burial of their dead with personal objects, of there being a life beyond this one. Ryan's request of her dead colleague is an expression of that deeply held human belief that this life is but a portion of our greater existence.
The creators of Gravity say in one of the extras that a main theme of the movie is rebirth. I suppose that's one of the reasons I have come to like it more and more since I first watched it. We need to be newly created. We know it down to our DNA.