I would explain politely that it's not a normal part of the nurses role, just the same as if a patient wanted me to meet them socially, share a beer or a cigarette with them in the room, sit down and have my dinner with them in the room, go to their house with their keys to pick up something they'd forgotten, accept money or an expensive gift, lend them some cash, ask me to disclose the details of another patient, etc. etc. etc. Not being able to satisfy all of their wishes due to professional constraints is not the same as doing something for them without their consent.
Would you take part in a devil worship ritual with a patient who wished you to do so? I wouldn't.
If they persisted I would perhaps explain that some nurses who are Christian/Jewish/Moslem/Hindu/whatever may sometimes consent to pray with patients of their own or even another faith, but that that's a function outside our usual role performed at the nurses individual discretion, and that as an atheist I couldn't do it with sincerity. I would underline the religious services available to them and I would always ensure that their spiritual needs were met by ensuring access to a priest, rabbi, iman, whatever chaplain necessary to fulfil their religious needs. THAT'S part of my job, not taking on the function myself.