Because there is no downside. I mean, the only thing that atheist think is appealing is that they can reason themselves out of religion. What makes you think that ‘reasoning yourself out of religion’ is attractive, desirable or a worthy goal? It just isn’t. It leads to existential crisis in most if not all cases. And then atheist take pride in surviving that crisis. Which, sure, admirable… But attractive? Of course not.
You can be religious and do anything in the world. Literally. I know that atheist love to focus on dumb fucks and literalists, and on how religions are being abused. But the truth is that religion is deeply personal and peoples relation with religion is completely their own. It’s extremely simple to pick and choose from the myriad of options within religion. Most religious people are not literalists.
And then you get connection with people, see them regularly, participate in rituals, celebration days, rules for engagement with life.
Plus, don’t forget, an extremely old and mystic piece of human history. The attempts of people to live in a world that has a God. Their struggles, their victories. In essence a reflection on the human condition. And you get to be part of that. Atheist are often too fast to explain religion as a sort of ‘failed science’, while it’s absolutely not. And of course if you can’t figure that out you’re going to ask why people want to believe in something like that.
There will never be a rational reason for the human condition. Religion will never ever not be part of humanity. As the only way in which the human condition can be contextualised is in a world that is created, and religions are the keepers of that knowledge.