they don't want to be wrong

Fear and or stupidity.

Well as a former Religious Person[tm] I can give you my personal experience ... I had this silly notion as a child that the adults in my life knew WTF they were talking about. And I wanted them to approve of me. And I trusted them. The rest is history.

Most people follow whatever religion their family of origin had. If I had been born somewhere else on the planet, I'd be Buddhist or Hindu or whatever.

I envy the minority of people who, even as very small children, smelled something fishy. I did not however. Since I went on to be a very successful software developer, I don't think it was because I was stupid and I don't think most religious people are stupid. Their brains are just eight cylinder engines running on four cylinders with the transmission stuck in reverse -- at least in that compartment of their life. Religion dumbs you down, you don't have to be dumb to begin with, you just have to deny your better judgment on pain of various things -- rejection by the only social group you know, including possibly your own family, for example -- as well as the threat of eternal perdition, of course.

The ones who see through it early are blessed with especially good bullshit detectors combined with less need to belong / accepted.

Reality is hard to deal with, they take comfort in religious beliefs.

I have no idea, it defies logic or maybe they just want to fit in at Church and work, it seems no matter where you go, no matter the legal prohibition of subjecting people to prayers we still have to listen and participate in them at work luncheons and so forth. Weak minded in my view.