They have convinced themselves that a supreme being exists and that he's going to save them. It's quite remarkable considering they have done this when absolutely no proof exists.
When however one explores the world around them, it not only provides hard proof, it offers understanding that opens up possibilities to change and fix things.
Faith without proof is held up to be a virtue. Why? How is it admirable to believe in something that flies in the face of logic and reason?
There's an invisible man in the sky who created everything, yet left no proof of his existance. Something that powerful and knowledgeable surely could communicate effectively, so why hasn't he? The Bible? The bible was written by humans and is a retold story of a story of a story of a story. I can write a book that says a blue platypus created everything. With well constructed circular arguments, I can take this book and give it to a group of people and insist that everything in it is correct and most will believe me. I can insist that we can't see the blue platypus because it is a spirit creature but if we have faith, we will go to live with it when we die.
On the other hand, I can dig up fossils, examine the rocks, and look through microscopes and telescopes, and use very complex and sensitive instruments to measure things and come up with a theory that works. Not only does it explain how the Earth and life came to be, others can examine the data independently and arrive at the same conclusions. Not only that, it can be verified over and over again. No faith is required at all.