There’s the story of a young atheist arguing with his Orthodox Jewish father about the existence of God. It’s late Friday afternoon. After an hour or so, the father looks at his watch and concedes, “Well, my son, God might or might not exist, but it’s time for evening prayers.”

Mitzvot are what matter. And what are mitzvot—what are commandments? Ways of bringing goodness to life through actions, through deeds. Said Rabbi Shimeon: “Not learning but doing is the chief thing.” Said Jesus: “Not everyone who says to me ‘Lord! Lord!’ shall enter the Kingdom of Heaven, but he who does the will of God” (Matthew 7:21). Said Muhammad: “If you derive pleasure from the good you do, and are grieved by the evil you commit, you are a true believer.”

These are the words of three champions of monotheism. Their pragmatism is bracing. But what should...

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