My understanding comes from many years of direct study and experience. As such, you’ll find that I don’t apply what I say to all people, or “every person.” I stand by what I said and painting it as absolutes is arguing in bad faith.
When it comes to beliefs which are very important to people, we aren’t usually going out of our way to believe things that aren’t true. What’s different with the religious is that they tend not to be rigorous in adjusting their beliefs when there is little to no evidence to support them.
While this is common with humans over all sorts of things, it’s particularly common with deeply held beliefs. There’s many reasons for this, but religion is a very refined method of influencing human belief. Much of it is designed to steer away from questioning it, and also to reinforce it.
With this in mind, it’s easy to see why it’s not so much a choice, but for those few we are discussing, we could say that it’s just something that happened.
As for the benefits, psychological or social, etc. I don’t discount them at all. What I do say, however, is that none of them require religion. Any and all benefits attributed to religion can be achieved without it, and very often they are.
When humans are born, they only acquire a religious identity if it is impressed on them. If they acquire it after childhood, it’s usually due to the reasons I’ve outlined.