Belief in supernatural deities and the like is just that - A BELIEF. The road to acceptance, because we BELIEVE, rather than because there is PROOF, is a slippery one indeed, not to mention an illogical one. People believe in the god of the bible but dismiss the gods of the past such as Osiris and Odin. Why? It is no more logical to believe in the god of the bible than any other past or present gods. There's no more proof for the god of the bible than any of the past gods. Anyone who believes anything without a modicum of proof, by definition, cannot be very intelligent. Otherwise, they wouldn't believe. Indeed, many studies have shown that the IQ of the average Atheist is above that of the average theist.
If we accept because we believe, then why don't we believe in the giant flying spaghetti monster, fairies at the bottom of the garden and rocking horse droppings? Where does such nonsense end?
The people that believe in a deity do so on an emotional, rather than on a logical, basis, even though they 'claim' that there is proof for the existence of their particular deity. They point to their respective holy book as proof of their particular deity's existence, failing to understand that their proof, in fact, is somewhat circular.
Basically, you are dealing with people who think in an emotional, rather than in a logical, manner. Further, you are attempting to analyse, by asking logical questions, their behaviour. Clearly, this is invalid, since emotions are not subject to the rules of logic.
The religious zealots, of which you write, act the way they do because they are emotionally-driven and emotions are not subject to the rules of logic. Asking why they act the way they do, in this case, is therefore a pointless question. They act the way they do because they are emotionally-driven. That, I suspect, is as far as logical analysis can go.