Also, some people have 'religious experiences' that set their minds on certain paths. Whatever the underlying neuroscience is, it results in qualia that is hard to ignore.
I'm a 2nd generation atheist who suffers from depression. Years ago I read evidence that religious practices could alleviate it. I was kind of desperate so decided to brainwash myself into becoming a believer for about a half of a year. Overall, it was pretty effective. I had to eventually disengage because of the cognitive dissonance, but the positive effects have lingered.