The Psychological Attraction of Religion

One of the reasons religion has the power over people that it does is that it not only gives people clear moral instructions, relieving them of the burden of making moral decisions on their own, it forges their emotions into compliance with those instructions through their pretty fairy tales. This is the biggest advantage religion has over secular systems of morality. Although you may be able to convince yourself of the moral rightness of a particular action through your own reasoning, you may not be able to motivate yourself to perform that action through the same kind of rational deliberations.

Here's a nun talking about this very phenomenon. Especially after about 3:30.