They are often, consciously, but the biology of us works so that most decisions are made unconsciously. The nature of all biological life is that there’s a survival instinct, which is in full effect for religious people as well. So they try to live as long as possible anyway, inventing all sorts of reasons for doing so.

Religious belief is inherently not made to make sense, it’s to alleviate fears. Trying to make sense of it rationally like you do is futile.