@usn0814,
We did.
Apparently half, or so, of us have a gene that makes us want to believe. It was the entrepreneurial minded among us who understood we needed something to believe in. They give us the grand ideas that are semi believable yet slightly fantastical, it gave us the easy out, the easy explanation. Bored creatives made god even more supercalifragilisticexpialidocious, with all the starving, self flagellation, hermit-ism, visions and galactic messaging systems. It's always the guys in the grey suits who come up with all the rules and punishments, who doesn't love a public shaming? Or a jerk telling you how to live your life? Or threatening a terrible outcome if you don't capitulate.
The poor are the true believers, generally the biggest group, and generally the poorest, and the easiest to manipulate. And finally the charlatans, they don't believe at all, but they use religion or the religious as a shield. They are really good at twisting and slithering through huge holes in their stated beliefs just for their own benefit, generally poisoning the whole shebang. By this point, when the rot because too much, schisms occur and new cult leader with new interpretation or ambition arises. The world is a great big tower of babel...
Or you don't leave because even if all indications prove that your group is just plain wrong, your personal poison is better than going it alone and risk finding a new XXX.
In the end, religion is about fellowship - the rest of it is mostly bunk - Most religious people ignore it anyway. Religion is big groups of people who are in the same club, conveniently located at the end of the block, and they feel special because they belong. Despite the name or denomination, most people who go to church, temple, synagogue, or mosque have similar beliefs and core values. However, most choose to ignore the things in common and choose the find the difference, because dammit, they believe in the truth, and the truth is - they are right and the rest of us are fools.
And sometimes those differences become so huge, we stop seeing other people with different beliefs as humans. And that's when you realize it's all bullshit. All of it.
There is no god. Because if there was, s/he would have stopped all this madness a long time ago. And actually punished/smited the evil. But instead, the meek do not inherit the earth.
Only the billionaires and the bullies do.