Believe in things that have no reliable evidence often requires some degree of self deception.
In order to improve their persuasiveness when attempting influencing others, our ancestors had to learn to surpress signs they were being manipulative. One approach may have been to use self-deception to limit our behaviors that give away our intentions, and thereby become more persuasive.
- "[...] we argue that self-deception evolved to facilitate interpersonal deception by allowing people to avoid the cues to conscious deception that might reveal deceptive intent. Self-deception has two additional advantages: It eliminates the costly cognitive load that is typically associated with deceiving, and it can minimize retribution if the deception is discovered. "