The problem there is with "coming out", is that for those within the belief it can be such a big thing, with such a raft of ingrained predjudices against the unbeliever. With a whole host of other things, a partnership should be able to survive differing opinions.
For example, I can't bear reality shows. My wife loves them. I play wargames, my wife cannot see the attraction in my little toy soldiers. So we arrange our lives so that a couple nights a week I go out and play games, and she watches all the reality shows from our Sky+ box. Everybody is happy, and on the other nights we watch shows or do stuff that we both enjoy. With most things, a good partnership can survive a difference of opinion and taste.
But religion has a problem. Many churches instil in the believer the attitude that an atheist is not simply a person who (though otherwise a smashing person) doesn't believe in god. No, an atheist is a person who denies god for selfish reasons, who renounces all that is good to indulge their wicked ways, someone unrepentantly evil who would eat a baby if left alone in a room with them.
And that's the problem, and why coming out as an atheist can be so hard - because in a lot of cases the partner will react against the stereotype their religion has embedded in them about the atheist, completely ignoring the fact that the person they have lived with quite happily for the last few years in happiness and goodness has not suddenly changed overnight - they were an atheist for some time, and never did anything evil.
That's why, while USUALLY honesty is good between couples, I would hesitate to always recommend it when it comes to beliefs. Because too many faiths "pre-poison" people against unbelievers.