The problem with claiming that religious belief is somehow outside the usual realm of scientific scrutiny and can't be considered under the same criteria as everything else is that it opens the floodgates for people to believe, literally anything. That simply isn't a meaningful or helpful basis for rational debate. You must see that this is terribly frustrating.
The religious want to have it both ways. They want to say "oh, it's faith, you can't understand unless you have faith, you can't possibly examine it in those terms, god moves in mysterious ways, blah blah..." But then they want to have rational arguments with atheists despite this...
They also say that you can't define god in terms of human concepts of good and evil, which is why we don't understand the mysterious ways in which it moves. This is all rather lovely and convenient-sounding, but Christians use this (supposedly reductive) human concept of "good", as Sam Harris points out, to define what god is. "God is good". Surely this is meaningless if human concepts of good and evil don't apply?
Dawkins attempts to engage them - he's had numerous conversations and debates with leading religious figures in that TV series for example - but trying to have an argument with them is like knitting fog.