Actually this is very common in many religions. It has been most common historically in shamanistic religions, tribal religions, and other small scale religious communities. It is most common in religions and spiritual practices which believe in spirit beings of the spiritual dimension actively involved in the affairs of the material dimension. Humans are seen as the beings who can live in both worlds. In purely natural terms, it is created by the convergence of a number of psychological, physical, emotional, and social factors which can bring on both individual and communal states of altered consciousness. You may be familiar with the sensory deprivation studies which will create the same sorts of alternative reality experiences. The same effects can be brought about with the right combination of shared belief, extreme exertion, highly emotionally sensitive personalities, immersive sensory atmosphere (intense rhythmic chanting), and a culturally defined set of expectations. However why they do it is the same reason Native American nations have engaged in the Sun Dance or the Spirit Dance or the Vision Quest; Why Aboriginal Australian peoples go ton the Walk About; why the Siberan and South American and Indonesian shamanistic cultures hold tightly to their spiritual heritage even in modern times when they are supposedly Christians and Muslims. The reason why they all do it is that it can, when done right, bring about the most incredibly overwhelming sense of utter and absolute wellbeing, of complete empowerment, of undifferentiated unity with all beings and all states of being. They do it because the experience is beyond any other experience. And if they haven't had the actual experience yet. If their community teaches that the experience is possible, they'll keep doing it the rest of their lives.
having passed through many states of believing I was right I have come to the place of finding "rightness" rather irrelevant to the project of becoming human