It doesn't make you sane; it makes you insane. Rejecting the God who can rescue you from your sins and their eternal consequences in hell is absolutely insane! But nobody can convince you of that, so you'll just have to wait till you stand before God on your own personal day of Judgment, at which time it will be too late!
Jesus said that the reason people reject God is because they are evil, and they love their sins and immorality, and they hate Truth. He went on to say that people who seek Truth and love righteousness will find God.
God said "If you seek for me, then you shall find me, if you search for me with all your heart (with an honest and humble heart), and I SHALL be found by you."
He said that He would reveal Himself to the person who has a humble heart and a contrite attitude, but that He would hide Himself from the proud, the arrogant, the skeptic, the scoffer, and the mocker alike.
If you don't believe in God, then you haven't even looked for Him. If you have looked but can't find Him, you need to look at the attitudes of your own heart.