Hmm, I think "pretend you're convinced of this stuff" is a long-winded way to say "believe" - belief is an inherent, basic feeling in humans - you believe your loved ones when they say they love you, you believe someone when they ask you to trust you, you believe someone when they claim something about themselves, your dog believes you will come back even though you have disappeared suddenly when you go to work, people believe love to be more than a chemical reaction inside your brain - all of these things happen without you knowing 100% sure what the exact situation is, without you knowing a numerical value for all the stats, or what will exactly happen. Sure, you could base your thinking around probabilities based only on what you have observed or simply just believe things. I think belief is one of the things that seperates setience from plain sapience.
It's probably best to seperate a fanatic from a general religious person - I use religion to frame and try make sense of things that I can't know by pure observation or those that don't have a straightforward answer - what happens after death, what is purpose, why is there suffering, etc. - in an attempt to look for something other than "it's all meaningless, everyone and everything happened by pure chance", plus there are a lot of philosophies and stories that make for good thought experiments.
I can’t comprehend someone literally shopping around and picking how they’re going to view… reality. It’s just reality
It's also probably best to shed the narrow "Religion = mindless god worship" view - people are complex, as are cultures. Not all religions push aggressively for blind faith and discarding of logic in face of reality (many do, yes, and I'm sure that has shaped your view on religion). In a way, you can think of religion to be positive nihilism for many - ascribing meaning to the meaningless or unexplained.