Inspired by this interesting question, I wonder if the principle of תינוק שנשבה (a child taken captive) can be applied to non-Jews who grew up in cultures antithetical to those that the mitzvot bnei noach require of them to adopt? In the same way that a Jew who was raised in an environment antithetical to rabbinic Judaism might be forgiven for not observing the mitzvot required of him, can we make the same argument as regards non-Jews?
In Noahide law, ignorance is no excuse (this, by the way, is true in secular law as well). The reason for this is, as the Rambam says (Hil. Melakhim, 10:1), היה לו ללמוד ולא למד--he should have learnt the law and he did not learn it:
אבל אם ידע שהוא אשת חבירו ולא ידע שהיא אסורה עליו. אלא עלה על לבו שדבר זה מותר לו. וכן אם הרג והוא לא ידע שאסור להרוג. הרי זה קרוב למזיד ונהרג. ולא תחשב זו להם שגגה מפני שהיה לו ללמוד ולא למד
The question seems to be a little bit open ended but I see two somewhat related issues.
The first is the mental/emotional burden of abandoning beliefs one has been raised with. This can certainly be difficult but isn't necessarily unique to "religious" beliefs. People have many ideologies that they cling too tightly despite their being inappropriate or even hurtful to themselves or others. It is hard to suggest that they need not revisit such beliefs out of these concerns.
The second is whether they have a fair opportunity being ignorant of the Noachide laws and often accustomed to forbidden beliefs from their youth. In this regard, it seems to me, that we can simply trust that Hashem's judgement is just. Perhaps they were presented with an opportunity to learn which they failed to give its proper respect. Perhaps they have merits which Hashem may feel outweigh the transgressions brought about by their environment and they receive a portion in the world to come. In the Jewish sources we do not find the belief of others that one will be sentenced to eternal punishment in the event that they have not repented/atoned of each sin, but instead they may go through a period of purging such transgressions. Perhaps they were simply mediocre and received their reward in this world, receiving neither life in the world to come nor punishment.
We know that there is reward and there is punishment but the precise determination of such issues are left up to the Judge.