There are many large-scale sceptical scenarios: brains in vats, evil demons, anti-inductive worlds, evolutionary scenarios that lead astray, mathematical faculties out of touch with Platonic reality, Boltzmann brains, the five minute hypothesis, etc. I'll just call these "sceptical scenarios". The crucial feature of a sceptical scenario is that some doxastic faculty of ours is completely out of whack with reality in such a way that we have no way of correcting for the error by using this and other faculties.
Now, most people aren't in any sceptical scenario. I am not claiming I know this (though in fact I think I do know this), but only that it is true. What explains the striking fact that most people aren't in any sceptical scenario? For any particular sceptical scenario, the naturalist can try to explain why most people aren't in it. That explanation may or may not be very good. But the theist can explain all at once why most people aren't in any sceptical scenario: God is unlikely to create a world where most people are in a sceptical scenario. This is a significant explanatory advantage of theism.
Notice also what happens when a new sceptical scenario is invented, such as my scenario that all the apparently random processes in our world are probabilistically non-measurable, but look like they were measurable. The theist's explanation automatically extends to cover it. But the naturalist may well need to scramble to create a new explanation or posit yet another brute fact.