I think that people believe in religions because they relieve them from the strain of thinking for themselves. They feel comfort when someone else tells them what is true and what isn't or how to live their lives. The gain all the knowledge of life and death by simply believing (in the extreme case at least). When people base their knowledge on belief, the likelihood of a fact becomes irrelevant and no logic or evidence will convince them of anything that goes against their belief.
It's not just the religious folks that fall into the trap of blind belief. (Strong) atheists believe that there is no god. Some people believe that any statement is false if there is no evidence to support it (say, the existence of extraterrestrial intelligent life). It's just plain simpler to view the world as black and white rather than probabilistic shades of gray.