The total failing of the Western Worlds education systems to teach even the basics of thinking.

The desire to “belong” to a group or tribe is ingrained into us from birth. To un-learn, re-learn and freeze new thoughts and beliefs is way too difficult for most. It is much easier to use emotions and connect with others, be it right or wrong. My college courses in philosophy and religion were invaluable to opening up my mind to other possibilities. Education is paramount, most stop learning in early childhood, unfortunately.

They don’t want to be..

I have no idea.

People want to be in control of what goes on in their own minds. If what you "believe" and "know" has to be based on facts and evidence, you're not in control of anything. You're completely subject to whatever is going on outside of you.

I believe that people who base their beliefs more on emotion than rational thought, are inclined to believe whatever feeds that emotion.

Because there are a whole lotta people out there who are objectively stupid. The fact that so many of them are drawn to religion tells you something about the sort of people who find religion appealing.

... cognitive dissonance...

Conditioning

I chalk it up to laziness. It takes a lot of effort to think for oneself. It takes little effort to follow some pastor, priest, rabbi, guru, etc.

I think part of it is due to the Backfire Effect. As posted on youarenotsosmart.com, "Once something is added to your collection of beliefs, you protect it from harm. You do it instinctively and unconsciously when confronted with attitude-inconsistent information." This effect means that, even if you are faced with the truth, instead of breaking your beliefs down, it strengthens them instead, making what you believe seem "true and proper."

When your whole life is built around your beliefs, accepting that your belief is wrong means letting go of a lot. This is something that religions and abusers rely on.