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The responses here have forced me to elaborate. I have recently been reading some stuff about cognitive dissonance and related subjects. The idea that the human brain will go to great lenghths to keep its owner from suffering psychologically. Thes lengths include the thinking of clearly irrational thoughts. I've previously mentioned the well known extreme cases of paralyzed stroke victims who actually maintain they are not paralyzed. Less extreme examples might be someone who won't denounce alcohol because it would mean he must lower his opinion of his parents if he does. Or the senator who believes we are right to be in Iraq in because if he thinks otherwise, it means his earlier vote was foolish.
The point is that the more pain someone will suffer by thinking X the more preposterous not X has to be before he will give up his not X thoughts. (The only exceptions are, for the most part, people like scientists or professional gamblers who are punished badly for being wrong.)
It is because of the above that I believe that there are more people than you might think who are suffering. (It is not because I am well versed in global sociology.) To believe that a specific religion almost certainly has almost all of the details right is clearly preposterous. Any intelligent, non brainwashed nine year old is capable of seeing that. Yet billions believe exactly that. If you accept my earlier statement that the human brain will allow even preposterous beliefs to seem rational if the alternative will result in misery, you must agree that the mere existence of all these specific religions (in this day and age) is strong evidence of a lot of unhappy people.
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This doesn't mean that religion does more good than harm. All it means is that abandoning religion may cause pain. The two are very different conclusions.
Also, the avoidance of pain is not the
only source of cognitive distortion - it's one of many. It's fallacious, then, to suggest that because cognitive distortion is observed, there must be pain avoidance happening.
I think it
does frequently cause pain for a religious person to become nonreligious, but your reasoning here is flawed.
It's been demonstrated that people will hold irrational beliefs due to authority (people will believe all kinds of things when instructed by authority, and people will even create false memories based on suggestions from authority figures), conformity (people refuse to believe
their very eyes - see the
Asch experiments for one of the most striking examples of irrationality), usefulness (some salespeople may actually come to believe their product is superior, simply because it makes them more effective salespeople), and momentum (people don't like changing their habits, and are reluctant to change their beliefs in any way after a certain age). The phenomenon of religion could be explained by any or all of these factors (along with some others), not just with suffering.
Also, gamblers and scientists have incentive to resist these biases, but they are highly susceptible to them just like everyone else. Being a gambler or scientist does
not protect you from irrational thinking, only careful evaluation of your own thoughts and a critical eye toward yourself can do that. The greatest thinkers ever have made disastrously stupid mistakes due simply to their arrogance.