So let's say you're considering leaving your parents' religion, and luckily you have a supportive family that wouldn't make you feel guilty for leaving the faith. You're also able to look past the sunk costs of the time spent on religious activities. You're fortunate enough to live in a region of the world where you can't be fired or otherwise lose your livelihood.
This last one is a recent development. For almost 1600 years, leaving the church was economically impossible. Thankfully, now atheists can leave the church without a particularly strong likelihood of financial harm. But for all that time of financial/economic/overall dominance, the church was able to select the greatest minds of history to help its cause.
For our budding atheist trying to reason out his beliefs, they find themselves met with one body of argument created by greatest minds of the dominant organization of human history, while on the other side prior to the rise of the internet you have, what, Nietsche and Bertrand Russell? And that's if you live in a community where Nietzsche and Russell are available in your local library or bookstore. Otherwise, it's one questioner's thoughts against 1600 years of world-class ideas. With the rise of the internet as well as a growing body of atheist writers and customers, the balance may shift at least somewhat as those without faith are more able to freely share their ideas. But the accumulated works of Paul, Thomas Aquinas, Augustine, John Calvin, John Wesley and the rest of the intellectual elite for most of recorded history makes for a tough hill to climb.