Many religions prescribe rules for headgear. In some religions, you must wear some kind of headgear at all times. In other religions, you must wear headgear at all times, but only if you're a man. In others, you must cover yourself in a bag, but only if you're a woman. (This isn't a pure headgear rule, but you have to cover your head also.) In other religions, you can wear a hat at any time you wish, or not - it's optional - but you cannot wear a hat in a place of worship. Some religions require a hat, but they don't care what kind of hat. Other religions specify the hat very strictly. A few even use hats to mark rank and status throughout the entire hierarchy of their worldwide priesthoods.
It's easy to see this as an argument against religion in general. But I don't think that's a lot of fun. I prefer to see it as an argument in favor of hats. If there's one thing the religions of the world agree on, it's that hats are more important than a secular person might think. What power lurks in the hat?
Western religions all refer to the same eponymous God. If you take the rules on headgear from Western religions at face value - combine the fact that Orthodox Jews say God wants them to wear a hat with the fact that Catholics say wearing hats in church is rude to God unless you're a Pope - then it makes you wonder what it is that makes hats so powerful, and why God wants these people to only wear this type of hat, while these other people can wear any hat they want.
Does God have a spreadsheet of hats? An epic Excel file with a column for every person who has ever lived, and rows for the hats He wants them to wear? Or I guess the Devil uses Excel, and God is on GOogle Documents. But why do they care? Is there some secret to it all? How awesome would it be if the Devil spent centuries trying to destroy the entire universe by tricking Amish people into wearing yamulkes? Or is it just some weird side bet? Kind of like the book of Job, but for smaller stakes? Maybe at the end of the world they're going to count all the people wearing hats and one of them will give the other one fifty bucks.
The power disparity between man and deity makes this interesting. I wouldn't sell my soul to the Devil for all the riches in the world. But I'd consider wearing a hat if the price was right.