But lying your entire life, even to your children (you can't risk teaching them anything other than the official truth) can be mentally exhausting.
Add the fact that core religious ideas seem intuitively appealing to most people, to the point that even ostensibly atheist people often end up believing in variants of them, and you get why religion is so popular.
Just came across this interview with Robert Aumann. On pgs. 20-27 he describes why and how he believes in Orthodox Judaism. I don't really understand what he's saying. Key quote (I think):
Anybody have a clue what he means by all this? Do you think this is a valid way of looking at the world and/or religion? If not, how confident are you in your assertion? If you are very confident, on what basis do you think you have greatly out-thought Robert Aumann?
Please read the source (all 7 pages I referenced, rather than just the above quote), and think about it carefully before you answer. Robert Aumann is an absolutely brilliant man, a confirmed Bayesian, author of Aumann's Agreement Theorem, Nobel Prize winner, and founder / head of Hebrew University's Center for the Study of Rationality. Please don't strawman his arguments or simply dismiss them!