Did they "cope" with it, or just straight up deny it though?

Weird how that works, I would have coped with the pandemic better if the religious people in my area actually took it seriously rather than just stick their heads in the sand and ignore everything around them.

As my old english teacher used to say, "Ignorance is bliss."

Religion is a coping mechanism? Who could have guessed?

None of em did anything to help so I'm not surprised.

An ideology that told you you were protected by some big brother type being, that your dead relatives would once live again and that the bad people you knew would get theirs eventually would absolutely be comforting. Thats a lot of why religions spread so readily in the past when things were arguably bleak by default. i.e most of your kids died young, diseases, storms, droughts, floods, locust swarms, famine, war, very little of the world would be understood. The only thing people really had to cling to was religion. It gave them (false) explanations for the unexplainable and (false) hope and comfort that they could pull through if only they believed a specific set of things and followed a specific set of rules. It was arguably advantageous during a time when there was really no alternative. But today it is dangerous. Comforting when shit hits the fan but often directly or indirectly the cause of shit hitting the fan in the first place.

Those for whom religion makes “some or a great difference” in their lives experienced around half the increase in unhappiness seen in those for whom religion makes little or no difference

Religious/spiritual beliefs give context to tragedies and instill a greater sense of purpose overall. It's no surprise that someone who truly believes in a spiritual force greater than themselves, that is active in people's lives, is better able to handle the stresses of crises. A sincere belief in a deeper meaning to events and the existence of a higher purpose to life, even though its nature is unknown and possibly unknowable, i.e. faith, gives a person's mind a firm foundation that can help through hard times.