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Lisa Simpson is naturally skeptical and there was even the Season 9 episode Lisa the Skeptic, where she doesn't believe that a recently discovered fossil is that of an angel. However, in the Season 13 episode She of Little Faith, she becomes a Buddhist, having been Christian up to that point.
As a natural skeptic, why wouldn't she become an atheist instead of changing to a different religion? My question isn't so much about the events of the episode, but about Lisa's character generally.
The out of universe explanation is they managed to snag Richard Gere [a rather famous Buddhist] for an episode.
In-universe, they can deal with Lisa'a permanent conversion to Buddhism more easily than atheism, by never really having to mention it again afterwards - though she does shout "Free Tibet" in a later episode.
From the linked Wikipedia page in the OP - She of Little Faith
Gere informs her that while Buddhism is about one finding inner peace, it is also about respecting the diversity of other religions based on love and compassion. Thus, Lisa is free to celebrate any holiday with her family, including Christmas. Lisa goes back home, falling asleep beside the Christmas tree and tells everyone that she will be celebrating Christmas with them and continue paying lip service to Christianity while practicing Buddhism for the rest of her life.
Unlike several other episodes in the series in which a character undergoes a change in their personality, Lisa has remained a Buddhist since this episode, much like her conversion to vegetarianism in Lisa the Vegetarian
The episode features actor Richard Gere as himself. Gere agreed to guest star under two conditions, the first being that Buddhism should be portrayed accurately, and his second and strongest request being that Lisa should say "Free Tibet" in the episode.
Buddhism, from the 'get out of jail free' card given to her by Gere, has a certain long-term ignorability. Atheism would have been a much more challenging structure to hang onto in subsequent episodes. Every time the family goes to church the topic will rear its head again. The writers would have to be constantly vigilant for potential plot continuity errors.
Out of universe, the 'mentor' to her decision would also have been considerably more controversial - who would you choose, Richard Dawkins, Sam Harris, Christopher Hitchens? …Stephen Fry?
I'm sure there would have been much greater opposition to that from various religious communities.
As the top answer to this question indicates, Buddhism is quite compatible with Lisa's skeptical nature. The second-highest answer on that question has an interesting quote: "Remember that every buddhist text is advice, not doctrine." (it's a long answer, and worth reading) Lisa, who has a tendency to question everything, would feel right at home here. Whereas many Christian churches demand an adherence to what is in scripture (especially the one Rev. Lovejoy runs), it seems Buddhism gives a lot more permission for one to explore and find their own path.
Whereas religions like the Abrahamic ones center around the worship of a deity, Buddhism centers around the teachings of an ordinary person. The Buddha is held up, not as a god, but a very wise human teacher. Practitioners seek to emulate the Buddha and find inner peace. Given Lisa's angst and love of learning, it is entirely seemly that this would appeal to her.
I'd argue that Lisa is an atheist.
Atheism is, in the broadest sense, an absence of belief in the existence of deities.[1][2][3][4] Less broadly, atheism is a rejection of the belief that any deities exist.
https://en.wikipedia.org/wiki/Atheism
As Seth R mentions in his answer, Buddhism is based on the teachings of a human, rather than a deity or god. Buddha isn't a god, nor is Siddhartha Gautama. The fact is, Siddhartha isn't the only Buddha, as it's simply a description of the level of consciousness a person has achieved.
A Buddha is one who has attained Bodhi; and by Bodhi is meant wisdom, an ideal state of intellectual and ethical perfection which can be achieved by man through purely human means. The term Buddha literally means enlightened one, a knower.
https://www.theatlantic.com/magazine/archive/1958/02/the-meaning-of-buddhism/306832
In fact, Buddhism doesn't exactly conform to everyone's idea of what a religion is.
Because Buddhism does not include the idea of worshipping a creator god, some people do not see it as a religion in the normal, Western sense.
https://thebuddhistcentre.com/buddhism
The same problem exists for atheism, since it specifically doesn't believe in any gods. I can't find the meme anymore, but I read one a couple weeks ago that states that atheism doesn't really exist as anything other as a way to describe a disbelief in gods to people who do believe in god(s).
The definition of religion is a controversial and complicated subject in religious studies with scholars failing to agree on any one definition. Oxford Dictionaries defines religion as the belief in and worship of a superhuman controlling power, especially a personal God or gods.[1] Others, such as Wilfred Cantwell Smith, have tried to correct a perceived Judeo-Christian and Western bias in the definition and study of religion. Thinkers such as Daniel Dubuisson[2] have doubted that the term religion has any meaning outside of western cultures, while others, such as Ernst Feil[3] even doubt that it has any specific, universal meaning even there.
https://en.wikipedia.org/wiki/Definition_of_religion
Heck, I've heard people say they don't believe in the religion of science, but I think I'm getting off topic here.
The fact that Lisa is "allowed" to give lip-service to other religions simply shows that people can disbelieve in a god(s) or faith while still wanting to spend time with their friends and family. Simply not arguing with people about their faith, or lack thereof, is simply a human trait to avoid confrontation when it's either not necessary or useless.
IMO, there's very little difference in many religions, including the god(s) they worship, just in the ways they worship the god(s). So really, there's no reason a person can't be multiple religions, except for the people who refuse to believe the god(s) are the same or that the only difference is in ceremonies. Buddhism really isn't so different from Judaism/Christianity/Catholicism/Islam. (And yes, Judaism, Christianity, Catholicism and Islam all worship the same god.)
Also, most holidays (even the religious ones) are more about coming together as a family and friends than anything else, anymore. Passing around gifts, good food, conversation, and generally good times is more about community than a specific deity. This fits well with Buddhism, Atheism, and a whole host of other religions.
What Lisa really needs is the same thing a lot of people need (and likely why there's an episode about it): that's a way of understanding that their beliefs or lack of belief in something is just as valid as anyone else, and that a disbelief in gods isn't demeaning nor does it mean that you have to argue with everyone about religion all the time. There really is a way to co-exist.
The only problem for that comes from religions that refuse to believe in facts or the rights of others, but that's far beyond the scope of this Question. I'll only say that Lisa being Buddhist is slightly more acceptable to Christians than her being an Atheist is because of their misconceptions that Buddha is a god and somehow believing in a god makes it more likely they can be converted back.
Frame challenge:
Scepticism means "doubting" or "not being easily convinced", or (in the Philosophical sense) "the theory that certain knowledge is impossible" - not "disbelief" or "un-belief". The natural position for a Sceptic (in absence of evidence either way) is then, logically, agnosticism, not atheism.
In other words, on a sliding scale of 10 (completely religious, taking their holy text as literal truth with no allegory) to -10 (dogmatically atheist, rejecting any suggestions that there might be more to the universe than they know), a sceptic should be somewhere slightly either side of the 0 mark; while they should certainly question and doubt/investigate claims of proof in a god, they should also acknowledge that absence of proof is not proof of absence, and - as science quite frequently posits - sometimes the "real" answer is "we don't know", or "THERE IS AS YET INSUFFICIENT DATA FOR A MEANINGFUL ANSWER.".
Note that proof and disproof both require suitably defined questions (compare with the concept of "SMART targets"), as too much ambiguity leads either back to the "we can't provide a meaningful answer" or, worse, to "that isn't a meaningful question"
Buddhism, at least in some branches (including that which Lisa is portrayed as joining), does not contain "traditional" gods, does allow for higher-level existences, and includes a level of "doing good things is worthwhile", and "our actions carry weight beyond simply our own lives". On the "religiosity" scale, these types of Buddhism then sit at around a 1 or a 2 (well within sceptic range), while a more atheist-leaning agnosticism would sit around the -1 or -2 mark.
And, of course, from an out-of-universe perspective, showing the "smart sciency person" as not being an atheist allows them to subvert that particular trope, while also allowing them to portray a non-Christian religion, providing an element of diversity and (hopefully) providing minor education to some of their viewers (in the same way that Apu's Hindu beliefs were sometime shown)
