Rationality is about winning. Sometimes it's a great psychological relief to be able to use belief as a shield or help. I have never had any qualms about using it to counter other irrational beliefs, fears, anguishes. Like for instance, when I was a child, the fear of darkness or monsters below my bed or whatnot.
Telling myself "ok, this isn't real and you know it, so no fear should be necessary" doesn't have quite the same effect as "God will help me chase them away / protect me".
Those are two different ideas, even though we use "belief" for both. I believe in God, gods, fairies, anything and whatever, whenever I find it convenient, just the same way I'll use nootropics when I'll find those convenient, both to the purpose of enhancing my mood or cognition. That is believing, as in, making up a comfortable, warm, fuzzy story, that recovers myself my serenity. Not believe as in "what can help me understand or manipulate the real, physical world, what is real and what will have a causal effect on that external world".
The only wrong consequence I can foresee for such a behavior is to go too far, to really start believing in such things, and hence loose some of your potential for rational reasoning as you'll then have to defend a lie and forgo truth sometimes, or also, feeling the need to elaborate further and further upon the stories, whether you believe them or not, wasting your time upon fantasizing.
Please note here how such stories which were at first understood to be fiction became serious stuff. Science fiction that becomes religion, as in scientism (to end up believing in your own story), or how some people will go to ludicrous lengths to demonstrate how star wars is still physically "not impossible" (to waste your time embellishing your fantasy and rationalizing it).
I recently spoke with a person who... it's difficult to describe. Nominally, she was an Orthodox Jew. She was also highly intelligent, conversant with some of the archaeological evidence against her religion, and the shallow standard arguments against religion that religious people know about. For example, she knew that Mordecai, Esther, Haman, and Vashti were not in the Persian historical records, but that there was a corresponding old Persian legend about the Babylonian gods Marduk and Ishtar, and the rival Elamite gods Humman and Vashti. She knows this, and she still celebrates Purim. One of those highly intelligent religious people who stew in their own contradictions for years, elaborating and tweaking, until their minds look like the inside of an M. C. Escher painting.
Most people like this will pretend that they are much too wise to talk to atheists, but she was willing to talk with me for a few hours.
As a result, I now understand at least one more thing about self-deception that I didn't explicitly understand before—namely, that you don't have to really deceive yourself so long as you believe you've deceived yourself. Call it "belief in self-deception".
When this woman was in high school, she thought she was an atheist. But she decided, at that time, that she should act as if she believed in God. And then—she told me earnestly—over time, she came to really believe in God.
So far as I can tell, she is completely wrong about that. Always throughout our conversation, she said, over and over, "I believe in God", never once, "There is a God." When I asked her why she was religious, she never once talked about the consequences of God existing, only about the consequences of believing in God. Never, "God will help me", always, "my belief in God helps me". When I put to her, "Someone who just wanted the truth and looked at our universe would not even invent God as a hypothesis," she agreed outright.
She hasn't actually deceived herself into believing that God exists or that the Jewish religion is true. Not even close, so far as I can tell.
On the other hand, I think she really does believe she has deceived herself.
So although she does not receive any benefit of believing in God—because she doesn't—she honestly believes she has deceived herself into believing in God, and so she honestly expects to receive the benefits that she associates with deceiving oneself into believing in God; and that, I suppose, ought to produce much the same placebo effect as actually believing in God.
And this may explain why she was motivated to earnestly defend the statement that she believed in God from my skeptical questioning, while never saying "Oh, and by the way, God actually does exist" or even seeming the slightest bit interested in the proposition.