Belief is like magic. To believe is to trust that something happens, or to be without a cause. The actual underlying process is neglected and the phenomenon is explained by including a magic ingredient. This is how our brain attempts to get rid of all puzzles in the world out there, even by bending itself.
The feeling of dilemma will start to creep on those who want to break free of the magic, but please do so, as it's one of the best way to raise our knowledge.