Humans formulate ideas and beliefs to make sense of the world around them. Very long ago, humans seldom tended to use formal systems of reasoning to understand phenomena. Instead, they explained things in terms of supernatural beliefs—Poseidon moved the tides; Zeus shot lightning from the sky.
Then in the West came along the pre-Socratic philosophers, who attempted to conceptualize phenomena without reference to the supernatural. Gradually, philosophy advanced, and in time the scientific method developed. Similar processes were going on outside of the West, but as I don't know much about them I use the Western development in logic as my point of reference. But despite humans having developed very advanced systems of reasoning and making many discoveries from them, mythology persists, as does poor reasoning.
One of the most basic principles of human behavior is that humans seek pleasure and avoid pain. The fact that people operate in such a manner influences what they choose to believe in.
There was a girl in my 11th grade economics class who sincerely believed that the Devil put dinosaur fossils into the ground and created carbon-14 to fool humans into believing in evolution. Now in this day and age of scientific enlightenment, how can anyone earnestly believe something so ridiculous? Well the answer is simple, really. Without those beliefs she would have to accept the validity of scientific discoveries, and that would lead her to conflict and questioning with her faith. But her faith convinces her that the world is truly a good place, that there is a benevolent God orchestrating this universe, and that when she dies she goes on to be something more than insect food. Her need to believe in those things erects a mental block which prevents her from entertaining possibilities that could take those comforts away from her. Her beliefs help her live pleasurably and avoid pain.
These "mental blocks" that I mentioned are ubiquitous. Think of the wife presented time and time again with evidence of her partner's infidelity, but refuses to give any of it credence because it would spoil the image of a happy marriage she clings onto. Think of the child who has been told by his classmate that Santa isn't real, but ignores his classmate because he cherishes Christmas and the idea of Santa. The fact is that people will often selectively believe the things which will make them feel better at the expense of other possibilities.
As a personal note, I do not myself often feel frustrated or compelled to break down these mental blocks when I see them in others. Many times they help those people cope with reality. I believe that people should live happily, and so I don't believe it does any good to take away from people those things which comfort them.