If I were in your shoes I'd probably agree with you. However, it turned out that my friend was not only not imaginary, but also faithful with matters well beyond my influence.
Suppose that you had a personal relationship with someone for years, and you learned that you could count on them to keep their promises. Can you imagine how ridiculous it sounds when someone tries to calmly explain to you that you're imagining them?
As a matter of fact, yes, I can. I grew up non-religious (was just never taught anything about it, coming from USSR, which is why I believe babies are both atheist), then I was taught about religion, and was a catholic for many years growing up. I believed wholeheartedly, and got all those friend benefits and happy feelings from my personal relationship with god, thinking god was looking over me and such. So I know the feeling you describe. I just got over it, and now look back at it in much the same way you probably remember the glee and excitement you've felt as a child, when you were expecting Santa to come with gifts.
And thing is, many, if not almost all, atheists from USA were religious at one point, too, feeling the same way you do. We all live in a very religious country, and it's almost impossible to grow up without someone trying to convince you of christianity (at least it was a few decades ago). So it's not that atheists "don't get it" because they "don't understand the feeling and relationship you get from god." They do, because they've had it too. So it's not that atheists think you guys are crazy. They just think you are still diluded and confused. Which is perfectly fine, as long as you keep your fantasies to yourselves. In part because we feel embarrassed for you, and in part because you guys try to convince those in power to turn your fantasies into laws.
It is interesting that many atheists do come from a religious background, one in which they do say that had a relationship with God. It seems that somewhere along the way something causes them to "lose their faith" so to speak. Perhaps God did not come through in a way they expected?
Our relationship with God/Jesus is a journey though. One that takes some twists and turns and our response to the difficulties and trials we endure is what either sharpens us or can put out the flame in our hearts if we let them.
I have had many times I have had a few angry words with God, to put it nicely. The amazing thing is when I "have it out" with Him, that is when He comes to me and helps me the most. I am often a spoiled kid wanting my way though and He has taught me that He never promised me an easy life but he promised to walk with me through it.
I wrote a song about this "journey" if you are interested in reading the lyrics:
I dreamed as a child what my life would be
That all my hopes and dreams would come so easily
Thinking if God really cared at all
Then Santa would bring me my favorite doll
I've grown up a little but not totally
I still want things to go my way, unfortunately
Denying what salvation truly means
Embracing Your cross and Your suffering
You never said life would be easy
Never said I wouldn't cry
Never said I would not grow weary or the road was open wide
But you said You would never leave me
Then You wipe my tears dry
As Your Spirit brings me comfort
You're always by my side
I can picture the blood pouring down from Your face
To think of what You suffered for Your gift of grace
Living Your life in humility
Then choosing to die out of love for me
I can picture You now looking into my face
And asking me to accept Your gift of grace
To live my life in humility
Embracing the cross that you have for me
You never said life would be easy
Never said I wouldn't cry
Never said I would not grow weary or the road was open wide
But you said You would never leave me
Then You wipe my tears dry
As Your Spirit brings me comfort
You're always by my side
What a joke... I'd rather cut my wrists than be exposed to any more of your "songs".