I'm a closeted atheist. Should I get away from my religious family or am I overreacting?

Throughout college I spent all my time either working or studying. I'm just realizing that I don't have a social life and the bit pathetic social life I have is because of my parent's church. So now I feel like I need to get away, be independent, and live my life the way I'd like to. But I don't know how to break away since I feel like I kind of missed my chance to do that by not going away to college. I stayed at home and commuted to college because I didn't think I could handle dorm life and my parents encouraged me to live at home and save money. Family is pretty religious and from another culture so a young woman my age who is single and moving out on her own for no good reason is really frowned upon. I don't want to do things to alienate myself from my family and church and basically everything I know when I don't really have any close friends to turn to outside of them. I also don't have a good job yet and I feel like I'd really be isolating myself. I'm thinking of going into the military because the idea of it really appeals to me and the potential benefits don't sound too bad but I feel like that's a too drastic decision for this issue. I've considered moving to another city where no one knows me. That way I could maintain my current relationship with the family by visiting from time to time. But I don't know where to start with that and I don't really have anything in savings. I could continue to live at home and just save enough for a car which would give me some freedom and more independence while saving money. But I'd still be at home. This is becoming a major issue because I'm now being pressured to go on dates with these guys from church. So what should I do?