There's one aspect of typical religious thinking that isn't talked about very much, and that's the pretty prevalent disbelief that many religious people have on the ability of the human brain to affect itself.
For example, there are many religious people who have a really sad life story. They might have been molested, bullied, gone through really difficult times, they might have contemplated suicide numerous times and even sometimes attempted it, they might have had problems with alcohol and drugs, and overall they might have been in the worst possible mental state that a human being could possibly be, psychologically completely broken, almost tortured... And then they found religion and all that went away almost miraculously. They felt like all their problems and worries disappeared, and that they were like a new person, and they felt immense happiness and joy, something they had not felt in a long, long time. They will praise the healing power of God, and will consider this a clear sign of God's existence.
If you ask how exactly they know that this was not just their own brain affecting itself, they simply won't believe it could be. They just can't believe that a person could, all by him or herself (albeit triggered by some external event) shove aside all that mental anguish and suddenly feel extreme happiness and joy.
While such a thing may be relatively rare, it happens. The brain can drastically affect itself and make big changes in the way it thinks and feels about things. It doesn't happen very often, but it certainly does happen sometimes. And that might be the reason: Since it's a rare occurrence, these people tend to think that it never happens and that it cannot happen. That if it ever happens, it must have been something else that made the change, that it's impossible for one's own brain to change suddenly so much.
Curiously, and rather contradictorily, these same people do not have any problem in believing that one's brain can suddenly make a change in the opposite direction. In other words, they don't have any problem in believing that someone who is happy and completely normal, and has been so for decades, can suddenly become traumatized and emotionally scarred for life (for example because of some traumatic event.)
If the brain can suddenly become a complete wreck because of a sudden event, and be in that state for years, why is it so hard to believe that the opposite can also happen, ie. that the brain can suddenly make itself happy again because of some event? After all, if you think about it, it doesn't even sound so implausible.
Part of the reason why these people don't want to admit this is fear. They fear that if it wasn't actually any kind of God that made them happy, that if they accept this, they will revert back to the depression and anguish. This fear is understandable, but it's still a poor argument for the existence of any gods.