I can think of four possible reasons:-
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It works on my system - We are shaped by our experiences. To someone who had their life turned around by a religious order (or a religious individual), it would make sense to follow their teachings.
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Opium of the masses - Life is filled with suffering. It is nice to imagine that there is someone looking out for you. An afterlife free of suffering is even better.
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Just following orders - If you want to do something, but don't think your community will support you, it is easier if you say 'god told me to do it'. It might also make it easier to justify the action to yourself.
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Church of England - You don't care much either way, but it's too much of a hassle to leave. Plus meeting your friends and neighbours every week is fun.