Why are there still so many of humanity that are immersed onto the lies, ignorance and delusions of religion ?
I agree with a lot of what others have already said. I think there is an additional factor. Most of human existence (and certainly virtually all of recorded human existence) we have had community based gods and religion. They have helped to pull a community together. I am sure that 3000 years ago, or even 1000 years ago, a united community would have been a far far safer place to live, than in a disunited community.
Thus as far as the forces of natural selection, for most of human history, it has been an overall advantage to be inclined to faith. In other words, it is in our genes to be religious.
That will change, over time. For virtually the first time in history, the disadvantages of being religious (eg being open to manipulation and exploitation) outweigh the advantages (community protection). Nevertheless, i think religious superstition will be around for many centuries to come, yet.