Yes, people always assume everyone is religious, and in particular, a Jesus-based religion. Because prayer could offend other religions, not just atheists.
I always take the opportunity to people-watch and I recite a little poem from "Alice Through the Looking Glass" in my head or under my breath. It starts like this: "'The time has come,' the Walrus said, 'To talk of many things. Of ships and shoes and sealing wax and cabbages and kings. And why the sea is boiling hot and whether pigs have wings.'" This tends to keep me entertained. I don't take offense-- unless the prayer gets long and involved and I run out of attention span, that is.
And, I am so glad >4mil have watched it and that Likes outnumber Dislikes - there may be hope!
Get used to the evil stare. You did the right thing, you should make a point of looking around though. Get people to notice the when they question you afterwards then you explain your reasons. Most will say that not to pray is tube disrespectful (as if that means anything anyway) but as long as you don't cause a disruption then i don't see how you are been disrespectful. Remember, it is us who should keep our dignity.
just ask yourself WWPD? This is what I always want to say, but I don't in a big crowd because then you're asking for a lynch mob