This chapter presents a through and systematic analysis of all the epistemological arguments derived from or presumed for the evolutionary and cognitive sciences of religion (and as a result for the study of religion in general). First, it will be shown how arguments derived from the cognitive sciences of religion to disprove religious beliefs have turned out to be inadequate. Secondly, it will be shown how the majority of research approaches in the evolutionary and cognitive sciences of religion rely on a presumption of the costliness of religiosity and this costliness is in practice understood as an epistemological costliness. Thirdly, it will be shown why all the arguments presented in defense of (methodological) naturalism as the fundamental and inevitable foundation and presupposition of all evolutionary research on religion are self-contradictory or flawed. Therefore, this chapter shows why the strengths of the arguments in defense of methodological naturalism have been greatly overestimated and in fact it is a position with major inconsistencies and flaws.