Possibly we'll have to wait for neuroscience to come up with the evidential answer, it's all to do with our brains. There is somehow a need to rely on something out with our own workings to take the burden of what's perceived to be the unknown. Many many people succumb to their own idea of a comfort zone , and because they are so convinced will seek to convince others, and so it goes on and on. This process seems to allow for delusion to the point where very intelligent people can be so ingrained that the utterly ridiculous and craziest of notions will be believed as truth to keep them in their comfort zone.
The frustration is, that if you are fortunate enough to escape the madness trying to understand why others don't see it is utterly perplexing.