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I... in my heart of hearts believe that Arthur hesitates before saying he follows no god because he doesn't know how his soul like legally belongs to. Could be KiY, John, Scratch, possibly Kayne or mabye Horig. Like chronologically, on one end, it would be KiY right? If it's first comes, first serves. But if it's most recent then it's Horig. But if it's deals it could be Kayne or Scratch. And if it's just his personal feelings, maybe John?
Idk I think this is just funny to think about. Like who does own Arthur?