At the outset you mention their 'trump card' answer; "where else will you go".
This is so misleading and a good example of answering a question with a question which, of course, is no help at all.
It is rather like me telling my neighbours that aliens landed outside the post office last night.
To which they excaim, "don't talk nonsense".
"Alright then", I say, "where do you think they landed".
They work on the false premiss that God must have a visible, worldwide oranization. And if its not them then who?
Never let them fob you off with this stupid, child-like response.