The main reason I’m no longer a Christian is because I wanted to know what was “true”. I have a science background, currently work in software engineering, and like studying random information. To me, the main utility of a belief is what experiences I can anticipate due to that belief. Or, how well my internal map of reality actually represents the territory of reality; the utility of which is that I am able to better navigate the real world.
But there are other types of utility that a belief can have. And these other types of utility are probably the reason why many people remain religious; they don’t value the “accurate map” utility of belief as much as these other types of utility of belief:
Comfort utility – it makes me feel good to believe it. Social utility – people will like me for believing it. Efficacy utility – I can be more effective if I believe it.
It might seem that efficacy utility and map-territory utility are the same, but I think they are slightly different. In some situations, a bit of self-deception might actually be beneficial. For example, if I believed that I was the most awesome guitarist ever and that I should be in a world famous band, that might give me the necessary emotion-fuel to actually start a band. Which is the necessary precursor to becoming a famous band. A more accurate belief in my guitar playing abilities might not give me the necessary motivation to do all of those things.
Similarly, believing that one will win the lottery motivates someone to play the lottery. A more accurate belief of the odds of winning the lotto might discourage someone from wasting effort on getting lottery tickets and keeping up with the numbers. Thus someone who knows that the odds of winning the lottery are one out of millions, will ironically never win the lottery if they never play. Their odds actually go down to zero.
As the saying goes, you miss 100% of the shots you never attempt. But of course, I would only know all of that stuff objectively by focusing on accurate map utility of belief.
There’s also the social utility of a belief. This is probably a bigger factor in why many people are religious. Signaling that you believe in the dominant form of religion ensures that you at the least don’t make any waves and at the most ensures that people around you like you.
There are probably other uses for false beliefs that I can’t think of, but regardless one should be aware that not all beliefs have the function, or are even attempts to function, at accurately modeling the world. Like Creationism. This is obviously a “comfort utility” belief since Creationists explicitly say that accepting the evidence for evolution means that there’s no morality and/or life has no ultimate meaning. It makes them feel better that they are the pinnacle of creation instead of being another branch in the tree of life.