I don't think there's anything wrong with a label if it's correct. Yeah, I'm an atheist, so what?
And although I was never personally closeted in that matter, I can understand, although not necessarily support, the decision to be. It's not as if that's something that usually comes up in conversation anyway. And the few times it does, it might be in the person's best interest to fake a little Christianity rather than risking being shunned within his community.