Many people are raised in a family which is religiously based. Thus, for those people, the myth is perpetuated from generation to generation because kids trust their parents to not lie to them.
Way back in time, people started to think logically but were in a material world where quantum probability effects were not visible (being sub-microscopic in nature). They were a cause-and-effect society and had to assume that natural events had causes. Due to their lack of understanding of weather patterns, biology and genetics, physics, and other technical subjects, they thought that some powerful entity was running the show.
Then, there is that message spewed by some folks regarding an afterlife, which causes people to DESPERATELY want it to be true because they fear death.