I'm an effort to get you an answer that isn't dismissive:
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Youth indoctrination, social conformity, and cultural isolation. If your parents, friends, and most of your community tells you something is true, you are unlikely to challenge it for a variety of reasons including trust (most of what they've taught you works for your daily life), tribal identity, etc
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People naturally fear death, and one coping strategy for the existential fear of death is to convince yourself that the death of your body is not the end of your existence. Science does not provide a pathway to this coping strategy so people will accept or create belief systems that quell that fear, even in the face of contradictory evidence. Relieving the pressure of that fear is a strong motivator.
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Release of responsibility. When there is no higher power to dictate moral absolutes, we are left feeling responsible for the complex decisions around what is or isn't the appropriate course of action. And that shit is complicated and often anxiety inducing. Many people find comfort in offloading that work to a third party.