Why did I buy that bag of potato chips when I know I hate potato chips now? The answer to this riddle is the same reason intelligent people can be fooled into the god delusion as easily as the idiots who never questioned it from birth.
To understand it we must look at a basic human need, comfort. Each organism will seek our comfort, either through familiarity or habit.
Because of this inherent need, intelligent organisms become prone to following the crowd, or even doing something they don't actually enjoy just for that comfort. The comfort is not actual comfort, it is a neurological redundancy that the organic brain uses as a baseline for all thought.
The benefit is that the brain has a method of determining if something is a potential threat to the colony, the drawback is that this baseline is established early in life and it is very difficult to change it.
Unlike popular belief, habits are just as difficult to break as drug addictions, because they are the psychological baseline used by the brain to define reality. This makes us susceptible to the delusions we call gods.
Due to the clustering of the species into social groups, our brain will see the group as a comfort, and thus it will use the group as a baseline for reality. Religion was so cleverly designed by the con artists that it offers a strong feeling of group while also opposing such things, allowing the con artists known as preachers to change it at will.
So pity the poor fools who fall for this, and try to retrain your brain to avoid the comforts that are dangerous for your own sake. Potato chips are the most inane of such habits, there are many that can cause serious harm.