Well my mother once told me never to talk about religion or politics in social settings, but here we go! ...
I am not particularly religious, but I live with and work among many believers, and I find one aspect of religion very interesting and I think a key to those outsiders (who may not be particularly faithful) in understanding it.
Religious beliefs often require the acceptance of concepts or facts that are hard, if not impossible, to prove in any sort of scientific sense. Religious belief systems also frequently require the voluntary acceptance of hardships, dietary sacrifices, social inequities, requirements to provide money or service, requirements to undergo serious and dedicated learning of formal teachings, even entire codes of conduct, or other apparent (to the outsider at least) hardships. To the non-believer these are sometimes viewed, in the context of society at large, as unfair, antiquated, perhaps unjust, maybe illogical, or simply boring. To the faithful however, undergoing such rituals and obeying such edicts is a communal bonding process, known sometimes as "faith" or "fellowship", etc. It builds and strengthens spiritual bonds.
I think such bonds obtained through shared sacrifice in some fashion is actually an innate need in the human character and hardwired into the human brain at some level. It will always be with us, like it or not, participant or not.