First of all, let's get something clear. There can be truth-favoring accidents of birth. I have a much better chance of knowing the truths of higher mathematics if I was born into a country that would permit me to get a college-level education that I would have if I were born to a poor family in Africa who has no access to education.
Second, had my parents not encouraged my inquisitive mind I would probably have never gone into philosophy, and would not have had the sort of mental life I have now. Could I say to an atheist "Look, you have to abandon your beliefs and take an outsider test. Your family could have made you more of a intellectual sheep than you are now, in which case you'd be blindly following some cult leader instead of rejecting religion altogether." Of course not. He would just say, "Well, thank evolution I have a passion for asking questions, and am not a sheeple."
I would think that if careful intellectual inquiry is supposed to play a role in coming to know whatever is true about God, then an open and pluralistic intellectual atmosphere makes it more likely that you will discover what is true than an atmosphere where people are brainwashed and inhibited from questioning whatever their parents or the state tells them. If that is so, then I have had some advantages over someone who grew up in Saudi Arabia, who would have had Islam shoved down my throat, or in Russia, where I would have had atheism shoved down my throat, than I have had in the atmosphere in which I have lived. So if someone says "If you had been born in Saudi Arabia you would have been a Muslim," one response is to say "Thank God I wasn't," but the other response is to say that I find it hard to believe that my Saudi counterpart would have had the opportunity to scrutinize his religious beliefs the way that I have had. So, I consider myself to have been the recipient of some good epistemic luck, for which I am grateful.
I'm not even sure a meaningful counterpart to me can exist in Saudi Arabia. But if any sense can be made of that statement, then it really doesn't give me much cause for epistemic anxiety. Whoever this epistemic counterpart might be, I am epistemically privileged compared to him, in much the way that we Americans are economically priviliged in comparison to the Third World.