Learn Spanish (Spain): ¿Todavía son católicas o se han hecho ateas? - Are they still Catholic or have they become atheist?

The verb hacerse is used to express voluntary changes or changes that require active participation, such as adopting a new profession, religion, or ideology. Because becoming an atheist is a shift in personal belief, hacerse is the correct verb of change to use.

Why does the first part of the sentence use son (ser) for being Catholic? Isn't religion a state that can change?

Even though people can change their beliefs (as the second half of this very sentence shows!), Spanish treats religion, ideology, and professions as defining traits of your identity. Therefore, you always use ser, never estar, to state what someone's religion is.

Why are católicas and ateas in the feminine plural form?

The speaker is asking about a specific group of females. Adjectives and nouns used for religions and ideologies must agree in gender and number with the people they describe, so both words take the feminine plural -as ending.

Could I say se hicieron ateas instead of se han hecho ateas?

You can, but in Spain, the present perfect (se han hecho) is the go-to tense for past actions that are strongly connected to the present. The speaker is asking about their beliefs right now, so phrasing it as a recent or currently relevant change sounds very natural.