Religion as placebo?

Just found out about an Oxford psychological study where human volunteers are tortured while being shown religious symbols as their neurological responses to pain are measured in the laboratory.

Sounds like a good idea to me. Why, in the face of the large body of evidence pointing to the contrary, do people still hold onto illogical belief systems such as the existence of God, how the world is created, the innate superiority of men, etc.? Why do people choose faith knowingly over truth or logic?

Perhaps faith has some evolutinary advantage in pain dulling?

Or is this just another attempt by science to analyze the un-analyzable?