Bit of a tangent and not saying it's necessarily the case here, but it annoys me when people don't capitalise God despite it being a proper noun. It's confusing.
Zeus is a god. Zeus is not God. God is a god and God is God.
In this context, it's ambiguous if Penn is saying that God (Christians' god) doesn't exist, or if he's saying that no gods exist, exactly because people don't capitalise properly and consistently.
On a similar note, people who don't capitalise church properly when it's used as a proper noun and referring to the Church.
The church hid paedophiles = paedophiles were hiding in a church building. The Church hid paedophiles = the Catholic/Anglican Church hid paedophiles.