I took that whole scene as Steve being upset not at danny's lack of beliefs but at the way Danny totally dissed other people's beliefs. If it was just that Danny has no beliefs Steve probably wouldn't have been like that. If I was Kono or Chin I would have been all over his butt Ohana or not...and me a Danno girl.
Would be funny if someone at the scene complained and Danno had to go take some classes *G*