Problem is, around the world, different people "know" different things.
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This is a map of religion. In the red parts, people speak with the Christian God, in the green parts with the Muslim God, in the blue part, with the Jewish God, in Hinduism, Buddhism etc they also have their own Gods.
Surely if people were able to talk to God, and God was there with them, everyone would believe the same thing. But they don't. Then you have whole swathes of people who just don't believe at all, why doesn't God talk to them?
Again, I've seen people who have prayed, and their lives sucked. You say it's because without prayer their lives would have sucked even more, I don't necessarily believe that's the case and if it is, it's like someone taking a placebo and their life getting better simply because it changes how they see things.
What I see, is religion being convenient for humans. Not all humans. Religion has its political side, but it also has its "imaginary friend" side, which helps people. It helps kids. You say you know the difference, but I also know the picture I posted DOES NOT have straight lines when I look at it, but DOES have straight lines when I use a ruler.
What conclusion can I come to from that picture? That the human brain is not always logical. That it makes things up. We know schizophrenics exist. Why? Because things don't always work properly. We know people pray to gods and get answers, why? Because we know people will things into being, like imaginary friends. We understand the brain, to a certain extent.
Also if we go look at M-theory, string theory, what atoms are. All we are are bits of energy that follows certain rules. Do we even think? Why do you do what you do? When did you become conscious? When did you start to have free will? Why do kids have traits from their parents? Because they have free will or because they don't?
Lots of things we KNOW and choose to ignore when it doesn't fit with out limited views of the world.