All religions have it's own myths, own stories, own set of values. And these are/were good stories, I mean, even though they are not true, they are certainly interesting. You won't feel bored by it.
Harry Potter has the same effect on people, like, why should I take Harry Potter seriously, why do I care what happens after Dumbledore dances with Snape (won't give actual spoilers :')
I mean, it doesn't make sense to me. Why do I care so much about a soap opera that I am watching. Harry Potter is the product of just one brilliant woman's imagination. It has no real value on my life. I have no real motivation to read that other than the fact that I like it and I want to know. Harry Potter is somewhat irrelevant to my life, than why does it or any other good story capture our imagination?
Why do I care what the next season of House M.D. entails? Why? What should I care if he dies or lives? Why :')?
We tell ourselves stories about our own actions, choices and beliefs (internally). We desperately want to believe that our own behavior is consistent and coherent. Fitting our behavior into a narrative helps us maintain this illusion ("I did Y thing because X thing happened to me, and then Z thing happened because I did Y").
We tend to assume that cause-and-effect relationships are true and real, that we perceive causes and effects correctly, that we associate causes with effects accurately, and that we perceive all causes and effects that are relevant. These assumptions give us a narrative structure through which we make sense of our own behavior... though they are about as reliable as any of our other assumptions.
Anyway, the upshot is that framing the actions, choices and beliefs of others into a story helps us to understand and empathize with them (or condemn and villify them). The stories are a construct formed mostly from confirmation bias, but we struggle to make sense of reality without them.
Under appreciated comment. Thank you very much!