I think one of the things that keeps Christians from scrutinizing their beliefs is the "coming out" factor. Coming out to family and friends about your non belief could be just too much to bear for many people. This could be especially true for people with extremely devout friends and family. It may just be that its easier to maintain the illusion of belief than to risk alienation from loved ones. Its not always an easy task to realize that you've been duped into your beliefs by the very people you have always trusted to give you the truth. You may not think you were duped into your beliefs and this may be the case for someone who converted from one religion to an another, but the truth is in most cases, you are the religion of your parents, which is not a valid reason to hold said beliefs.
It wasn't difficult for me to come out to my family, we weren't very religious, but they have always "believed" in god and I suspect its because its easier to accept the status quo than to rock the boat. When I came out, my mother said she wasn't all that sure her self about the existence of god, but then she never gave it much thought either. However, I haven't come out at work, living in Texas where just about everyone is Christian, and with the job market being so bad, I'm not willing to come out to colleagues and risk being singled out.
I had doubts about the validity of Christianity since I was a young teen, but during times of trouble I still prayed to god to help me get out of jams. In my 20's I was able to admit that I was agnostic and noticed that people weren't too put off by it, I think because it meant that there was still hope for me. It wasn't until 9/11 that I really started do research about gods existence. I thought, if the Islamic god was the same as the Christian god, then the hijackers had their prayers answered and this is a god that didn't deserve our respect. Then it just kind of dawned on me that the world works just as we expect it to work if there wasn't a god who interacts with us. I could pray to a milk jug or Joe Pesce or god and get my prayers answered at about the same rate. Then I thought, people of other religions pray to their god and they must be getting their prayers answered at least part of the time, otherwise, why believe in that particular god? It also didn't sit well with me about a god who loves us, but is willing to allow us to go to a place of eternal torture for finite transgressions against this god, "who loves us". It didn't seem fair or moral to me. It then made me realize that its very possible that all religions are wrong and there wasn't one compelling reason to assume any one religion was right.