Is it reasonable to enjoy a story you emphatically don't believe in?
I like possession films, cliched as they often are, but I don't agree with the themes presented in them. Two of the most famous ones, The Last Exorcism and The Exorcist, tell the story of modern day conflicted priests confronting old-timey evil in a way they're unprepared for. Only by returning to the superstitious roots of their faiths are they able to overcome the forces of hell, usually at the cost of their own lives.
I don't believe in gods or devils and I think such ideas are detrimental to society at large and, more than any other aspect of the genre, I think that the demonic possession subgenre is the most conservative and regressive thematically (Constantine being a notable exception.) The Rite looks incredible and dramatic and beautifully themed, but it's the same sort of Old Testament sturm und drang you see in this genre.