When I was younger, my mom use to tell me that she would call the Boogeyman to come get me if I didn't clean up my toys. That fear she put in my mind caused me to do exactly as she said and clean up my toys. Did that Boogeyman actually exist, most likely not. How can you prove that something you've never seen doesn't exist? Just like big-foot.
Now replace that scenario of the Boogeyman with Satan and replace my toys with religious beliefs and practices. Do you see the similarities? Both are used to get someone to do their agenda.