Humans are incredibly stubborn, even in the face of bucketloads of facts, observations, and evidence that their beliefs, and belief "systems", are full of garbage. Nietzsche thought that the worldview of the vast majority of humanity is full of errors, falsehoods, and crap made-up by other humans. The reason, Nietzsche thought, that this nonsense has been accepted by humanity for so long is that it feels good - i.e., it provides both comfort and meaning to our existence.
Nietzsche even acknowledged that believing lies might have some survival value, because the truth is not always, in fact maybe not often, equal to the good. Truth can be very dangerous, and in some cases appears to be wrong and evil. So it is not surprising that we might be drawn to beliefs that give us hope that, in the end, goodness and virtue will prevail, and that evil, while apparent all around us, will ultimately be defeated and truth and goodness will prevail.
Further, although it is possible to discover "truths" and expand our knowledge, it is not easy, and it can be dangerous. And, when you discover that what the common beliefs of humanity are falsehoods and lies, humanity generally doesn't thank you for pointing out their errors - they are likely to kill you for your trouble.
Yet inquiry and experimentation are incredibly useful to both the individual and humanity. False beliefs may be comforting, but they can inhibit your growth as an individual, and they can prevent you from achieving physical and mental health, and make your life ultimately miserable. And if you’re working through a bucketload of trauma brought on by existence in this realm to achieve a more enriching existence, truth and nothing but the truth, even as ugly as it gets, is paramount to doing exactly that.
But the path of the skeptic, the questioner, the experimenter, is not easy, nor is it safe. It requires you to set aside many of your cherished beliefs, beliefs that you have built your personal identity around. You must learn to be comfortable with uncertainty. The benefits, however, are resiliency in the face of life challenges, and the flexibility to make changes in your life that will allow you to succeed and grow.
In the end, perhaps having a lack of faith isn't a bad thing.