Hm. Where to start? There are several reasons why people hold on to their religions, and why some people "suddenly" convert...
Tradition and ritual are extremely important to human beings. They generate comfort, bringing people together, turning each individual into a part of something greater. Safety, security, comfort.
Another reason is fear. We cannot explain everything, and one of our greatest fears is uncertainty. We therefore search for something to fill in the blanks. For some, this is religion. Science endeavors to seek out the unknown and shed light on it, finding actual truth. Of course, this is done in the full knowledge that there will always be more questions, that it is impossible to know everything. This can be, for many, a scary realization.
Ignorance is another problem. Religion is often a circumstance of birth. Usually, If you're born to Christian parents, you're raised as a Christian. If your parents are Hindu, you're raised a Hindu. All too often, it becomes nearly unthinkable for this to be contradicted. By the time a person is old enough to fully understand the implications of their spiritual beliefs, they have already become fully invested in one specific set of beliefs. Further, there is often ample social pressure to comply with those beliefs.
I hope at least some of that was helpful; I tend to ramble. Good luck.