Religions are founded, maintained and reformed by people who have a direct experience of the Divine. Of course we don't know for sure that the Divine exists, but then again we don't know for sure that matter exists. Perhaps we are in some kind of virtual reality. But since our experiences are consistent, we assume them to be real. It is the same with the experience of the spirit.
(This notice because several scientific magazines have recently written extensively about religion, all with the flawed premise that it is somehow a secundary or derived function that must have some profane purpose. You don't like religious people coming up with reasons why you are an atheist? Then don't do it unto them.)