Because all religious belief, including christianity in every flavor I've encountered is, from a psychological standpoint indistinguishable from any other irrational belief (superstition, or magical thinking, for example), I've come to see it as protective, or perhaps a defense mechanism. First though, defense mechanisms get bad press. They aren't always harmful or unhealthy. We all use them to get by in life. After all, you can't spend your whole life completely focused on the full reality of human existence: it's too much. You need to be able to buffer yourself.
That said, I think one thing most religions have in common is the comforting notion that there is someone bigger than you who makes your life possible, who looks out for you to some degree, expects great things out of you. Many have the component of transcendent joy in serving this greater being. Most include an awesome fear of trespassing against it. All of these elements are far too much like a young child's relationship to a parent for me to see it as anything but an adultified version. A comforting construct: God as the Parent who will kick your enemy's ass, and give you paradise, if you're very, very good.
Next, it seems people are neurologically predisposed to find a God construct. There are areas of the brain triggered by prayer and/or meditation in fMRIs of religious folks of all walks. There's the God helmet, too, which triggers a sensation of God's presence when worn, simply by triggering the right hemisphere temporal and parietal lobes. There are other similar studies of similar phenomena. Now, I'm not saying that I think that just because your brain is wired for something, that that means the original thing is real or not-real. The brain is wired for dreams and hallucinations, which I think we can all agree have limited reality (that is, they exist, but only within our own brains). This doesn't mean that I think all these phenomena exist solely in the brain either: there's evidence that some out of body experiences are objectively real, even though you can have a fake one fairly easily, according to Michael Schermer.
When I was in the throes of unbearable grief over Jesse, my psychiatrist kept pushing me to at least try to believe in God and follow a religion, on the theory that it would make me happier, and cushion the loss. I tried to point out to her that there aren't many religions that would accept a dead atheist like my son into heaven, so what exactly would I be forcing myself to hope and pray for?
I've been a serious, deep believer. I know how seductive and convincing it all is. I guess what I want to say is that I don't think believers are stupid, or delusional, necessarily. I think we all have things we believe in with less than sparkling pure evidence. For many, the intuitive sense of Godness is all the proof they need. It's not meant to be logical. For others, that which is good about, say, the Bible, adds to their proof. Again, doesn't stand up to logical tests, but it's an understandable framework, and not stupid, just limiting.
The test is whether the belief is useful, helpful and positive, versus unhelpful, destructive or limiting in some unnecessary way. Maybe God is the ultimate woobie. But woobies and pacifiers when used properly won't kill anyone and they aren't contributory to or indicative of idiocy of themselves.