If the world state believed in God, then they wouldn't be degraded by pleasant vices.
In chapter 17, the book talks about how John and Mustapha both created their identities. For example, John creates his identity of the Savage by talking to Mond about his religious beliefs. This creates his identity because no one has any religious beliefs other than our Ford.
Another example of the book talking about identity is when Mustapha showed John all of the banned religious writings that no one was allowed to read. This creates his identity because it tells the readers that he knows about all of the writings, but he chooses not to believe in it.
Lastly, John creates his identity by arguing with Mond about how if the World State believed in God, how people wouldn't be degraded by pleasant vices. This creates his identity because not even the World State knows about God, let alone believes in it. This tells us that John wants things to change in society.