It's been centuries now since science took hold in our culture and in that time religion has slowly given way to rational explanations of how things work. For instance, we understand disease is caused by bacteria or malfunctioning biological processes, not retribution from angry deities. Same goes for the weather and earthquakes and volcanoes. As we have investigated, we have gained understanding and, with it, the gods have receded. But not entirely.
A lot of atheists, people who have dispossessed themselves of quaint superstitious notions, are often dumbfounded by the persistence of religious belief, particularly in the face of cold, hard facts. Some religious hangers-on no doubt hang on out of ignorance. But it's a mistake to chalk it up solely to that. Religion -- the stories we tell ourselves and each other to explain the 'why' -- persists because the human need for these stories often transcends cold, hard facts.
So (semi-spoiler alert), when the factual truth is revealed at the end of Yann Martel's Life of Pi, fantastically brought to life by Ang Lee, and Pi asks "which story do you prefer?" he is really acknowledging the powerful importance of believing, not just knowing. In his mind, even the most devout follower ought to know the reality that Jesus wasn't born of a virgin and Moses didn't part any seas. But, for many, our hearts gain something from believing the story.
You might say, done properly, believing helps many become one with their own inner tiger.