It's a wild, wild thing to Inigo that in Taiki's world there's some sort of difference between people who are gods and people who are 'just' immortal. Especially considering the average lifespan in the world Inigo comes from. Someone who grows to a modern old age may as well be immortal in Ylisse, honestly..

"Why would they pray to her if they don't believe in her?"

That's the concept Inigo is trying to wrap his mind around, between bites of pasta. There's no question in his world whether one 'believes' in Naga or not, so it's just.. weird. Kind of.

"Are they just desperate?"