Why people ask it
Because the correlation is real — most people do hold the religion of the place they were born.
Short answer
The correlation is genuine, and it should make everyone more careful. But how a belief reached you and whether it is true are separate questions, and the same argument applies to every belief including atheism.
Deeper answer
This is the genetic fallacy in its most reasonable-sounding form. Every belief anyone holds arrived through some process: upbringing, culture, education, argument, experience. If origin settled truth, we would have to discard mathematics learned in school along with everything else.
The symmetry matters. Someone raised in a secular environment holds secular views for reasons that are equally environmental. Noticing this does not refute either position; it just means the origin question cannot decide anything.
What it should do is prompt examination. If you have never seriously asked whether what you were handed is true, that is worth doing regardless of which direction you were handed. Christianity, unusually, ties itself to claims you can investigate.
Common mistake
Getting defensive. The observation is accurate. Agree with it, then point out that it applies universally.
Conversation-ready response
""You are right that geography predicts belief, and that should make all of us more careful. It also applies to you and me equally. So how about we look at the actual claims instead?""
Source notes coming soon.