We like to believe that humans, including us, are logical creatures. We want to believe the actions we take are based on facts and logic, but that would require us to ignore the evidence all around us. And of course, we want to believe that we are the exception and that we are not largely governed by emotional responses to the circumstances that happen in front of us.
The Making Sense Podcast with Sam Harris has a podcast on Belief and Identity which takes a very scientific view of beliefs. However, I think what Sam said and what I say is reasonably consistent.