SOme because that is what they are raised and they never bother to question. Others discover it over time and question until they have a relationship with their deity. For me, while I had a base line growing up, I had a point where I lost my faith, another where I found it again, and then over time refined it beyond any given Church. I no longer claim any denomination. I am simply Christian, and my faith was developed and grown between God and I. I believe that all or most faith and religion stem from one true source. However, I do not believe that there is any one true path there. A loving God provides for multiple paths for coming home. However, man has corrupted all teachings, and Guidance is needed to discern the message that remains, although less obvious.