For me it was being a part of something greater than myself i.e. church. Being "guided" in life so I had fewer uncertainties. I really believed someone was listening when I prayed. I left when I realized I didn't need something greater than me in my life, when I came to believe that the "guidance" I was receiving was deeply flawed and racist. (the Mormon Church)

I have often wondered about this myself. I have come up with a couple of ideas. One thing, I believe some of them fear death and there isn't anything else beyond that. The concept of ceasing to exist can be very daunting. Another thought I had has to do with justice. Some people are only able to cope with the bad things that happen when they have a sense of a payoff or of someone getting what's coming to them. I have heard people say, "He may have gotten away with...(whatever)... but in the end, he will have to answer to God." I also think in denying their religious beliefs would have to force some people to take responsibility for their actions and realize their was no entity tempting them or influencing their behavior. Just a few thoughts I have had. I love your ideas you have put forth as well.