Atheism is not a religion, and someone who is religious can also be atheist (and some religions are not theistic), although having no religion does not necessarily make you atheist either (although many atheists are not religious). (However, considering that, putting "agnostic" in there seems to be strange compared to this.)

Howveer, when knowing what should be in the list, there is the question of what the information is used for, in order to know what divisions are helpful for this purpose.

No religion = atheism

That’s what was officially on my docs, the whole time while in the Air Force

Athiesm continues to not be a religion despite religious people trying to make it stick