Sometimes it's also about fear of divine punishment if you stop believing. I'm not the only one who was terrified of this every time I started doubting God's existence. This notion of thought crimes certainly helps keep people from thinking too hard about ideas which don't fit into their religious worldview.

(Maybe I'm a special case since I was never very good at identifying with groups, but the stories of other former Christians suggest that many of them had the same worries whenever they were about to commit a thought crime.)