Why We Believe
First of all, there are more stars in the universe than there are grains of sand on this planet. But the human mind can't comprehend that. There are some things we just dont 'get'. The same thing goes for death. We have never been dead, and we cannot imagine what it would be like. We can assume the perspective of others, but nobody really knows what it is like to die.
This is why we pro-create. By sending your own genetic material on, in a sense, you can live forever. Though not in the same body, a collective conscious is passed down from generation to generation. This is also why most people resemble their parents most of the time in personality. By trying to imprint themselves into their own offspring, flesh and blood, they can live on and overcome death.
Since the mind cant comprehend death, we also look for other solutions to immortality. Thus, religion was born. If you notice, Christianity sends its 'evil' people to hell to be tortured forever. Even then we are not extinguished, we simply live on in pain. Nobody wants to be forgotten, or excluded, so no matter what we do, religion will ensure that we live on forever in our next life.
You can understand why a majority of the population does not understand aetheism. (and if you are, i feel your pain) There must be more to life than this, and all our of hard pains will not be in vain. Religion ties free will to the floor.
In the end, nobody wants to die.
And under no circumstances, be forgotten.