Sunk costs are costs that cannot be recovered no matter what course of future action is taken. Because of this fact they should not be taken into consideration when moving forward. It's a gamblers fallacy to chase losses. Commonly, however, people do take sunk costs into consideration when making decisions. This is probably one of the main reasons religious people so often cannot be convinced they are wrong no matter how much evidence you show them.
Take Christianity for example. Reading the Bible is a huge undertaking, especially if you're reading the King James version. Most people who come to Christianity do so from a low point in their life and the Bible does have a lot to teach someone who is severely lacking in morality and who is confused about what to do. The problem though is that they don't move on from there. They compare how their lives began and how it's gotten better since becoming a Christian and they never think that there's more out there to morality. They spend their entire lives trying to make reality fit into their religion.
Based on the writing skills I've seen on the internet, I'd also say many people have no intention on ever reading the Bible even though they claim to be Christians. In which case, they are simply the political puppets of their preachers, who cherry pick what verses and stories from the Bible they want to propagate and ignore the rest.
The point I'm trying to make is that most Christians vehemently defend their religion because they don't want to accept the fact they they have wasted so much time and energy, they think questioning their religion shows a lack of faith, and they never consider that they can go beyond the Bible in their pursuit of a "blessed" life. Another reason is that updating their beliefs would require a complete overhaul of their belief system. They would have to find new ways to cope with life. I know from experience that it's a difficult task to undertake.
Anyway, intelligence depends on reality, on facts. Faith is the opposite. Faith makes you feel all warm and fuzzy inside. You mean I can be a child my whole life and believe in fairy tales and I have a father figure who will cleanup all my messes and kiss my booboos? Hot diggity!
Grow up people. Trust your own brain. It's gotten you this far, hasn't it?