The problem has to do with causal closure. Presumably, you have matter moving in the universe without purpose, producing stars, then planets, then water, then life, (one-celled biological systems), then fish, dinosaurs, amphibians, mammals, primates, and then people. Now people presumably act for reasons, and suppose that mental causation is causally basic. Talk about a person becoming persuaded that atheism is true because of evidence from evil is not macro-talk for a physical process which is blind at the basic level but has mental characteristics as system features.
The question is how did tihs happen? What changed the physical order to make it possible for reasons to become basic causes. If people are acting for reasons, then either you've got to reduce reasons out of the causal transaction, or you've got matter acting in ways it doesn't ordinarily act when it's in a brain as opposed to when it's in a rock. Emergence of other kinds is one thing, but emergent laws? I suppose you can say that it's just a brute fact that matter is going to behave differently once a brain of a certain complexity emerges. But isn't this whole thing more probable given theism than it is given ordinary naturalism.
But suppose our motto is "anything but God." Well, then meet C. S. Lewis. According to his autobiography Lewis accepted the overall contours of the argument from reason, but he didn't become a theist at that point. No, he became an absolute idealist. He found other reasons for rejecting idealism and for becoming a theist. So while his acceptance of the AFR certainly helped to move him in the direction of theism, there were alternatives to traditional theism available to him. So while the AFR helps to get rid of certain very popular positions contrary to traditional Abrahamic theism, it doesn't eliminate all of them, nor did it persaude even C. S. Lewis to do so.
To avoid a large explanatory problem, however, I think people who are naturalists are best advised to defend versions of naturalism that include the three doctrines of mechanism (nothing mental at the basic level), causal closure of the physical, and supervenience.