I don't think that is true of them all. Many are indoctrinated while young. Remember, little children are often suckered into believing in Santa Claus, but with the god story, the adults never admit that it was a hoax, and have serious threats for those who do not go along with them. This includes real things, like shunning, and also the fictional hell, though if one does not know it is fiction, the threat can be effective.
"A wise man ... proportions his belief to the evidence."
— David Hume, An Enquiry Concerning Human Understanding, Section X, Part I.
