I think that the purpose of religion is to comfort. Perhaps people have their own reasons for joining a particular religion, but I feel that the comfort of belief is the true reason. Often the reason for believing in a given religion seems to be family or peer ties, but at a basic level religion serves to comfort its believers.
Some people derive comfort from the existence of an afterlife, some from having someone to pray/talk to, some from simply having the ability to believe in something all-powerful. Religion seems to rely on the fact that it cannot be proven or disproven, and for many people that is enough to allow them to believe. While you don't have to be religious to believe in something, any given religion comes with a large amount of traditions and more importantly organizations of people that reinforce its beliefs. This is a powerful incentive to join a religion.
Maybe people become defensive about their religion for the same reasons that they get defensive about any other belief. Most people have an enormous resistance to any ideas which seem to contradict their way of perceiving the world. I've certainly noticed this in myself, although I try to stop it.
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