This is an excellent, thought-provoking post.
I think you're onto something when you talk about the rational mindset requiring trust of one's own abilities. This feels good to some people, but not others. And, some of it might be due to personality factors. Some people are natural leaders who trust their own abilities to reason and make decisions. This feels empowering.
But, I think there are some personalities who are more comfortable as followers. They don't like the responsibility of figuring things out on their own. They don't trust themselves to make the right decision and they would prefer that others figure things out so they don't have to. Everyone's heard of those folks who complain about having to decide things for themselves when some issue or another is newly declared a conscience issue. I believe this might cause them anxiety, where by contrast, just believing something reduces anxiety because everything is already decided and follows a script. And if those religious feelings feel so good, and they feel like an anxiety reducing drug, then the body will crave more and more. Then, it's no wonder that people become deeply invested and entrenched in their beliefs.
I appreciate this discussion because in psychology, personalities are considered rather fixed. If that is the case, and people are either predisposed to a logical mindset vs. a belief mindset, then that not only explains the persistance of belief in itself, but also raises troubling questions about the long-term conversion to a more rational mindset in the world at large.
Thanks for making me think!