You are conflating religion in particular and irrationality in general in this post.

Answering your specific arguments:

(1) This is old hat, the resolution is basically that you can't efficiently (or, in many cases, at all) choose which irrational beliefs to hold or abandon and when, because to do so you'd need to hold rational beliefs to begin with.

(2) This depends on feasibility and cost explained in point (1), although this game sounds unappealing to me.

(3) To understand a rock, you don't need to become a rock, in fact doing so would not help, it will just make you permanently stupid and dead.

(4) Rational understanding of the world is not supposed to explain rainbows away, although this is a mistake common enough.