The obvious reason afflicting the vast majority is probably just that they were born and raised into it. I know I was, but it didn’t sink in, for some reason. Brainwashing humans isn’t all that far removed from animal training for dogs. Simple repetition is often all that is needed to elicit the desired behavior. The longer and more frequently it is reinforced, the better it is usually retained.
There are two other primary reasons as firmly embedded in the duality of the devout’s good-evil ideology as the repetitive training taken to reinforce it: Intelligence, and lack thereof. On the one hand, centuries of church hierarchy established an inviolable and impenetrable secret society in the largest cults. It takes some pretty smart mutherfuckers to pull that shyt off all this time. They get away with it because their bread and butter is just the opposite.
Being the symbol of inviolable truth gives alot of commoners something they can’t ever be wrong about. Sucks being a dumbass – or autistic and just perceived that way. Probably many other reasons for being vulnerable to religion, but those are a couple of the big ones I am familiar with.