When confronted with evidence contrary to one's belief the gut reaction of those who've already invested their hearts and minds in the belief and/or who stand to experience humiliation/embarrassment if they are mistaken, is to justify their belief. They resort to an arsenal of excuses and psychological tricks to defend their belief:
They downplay or dismiss contrary evidence. This is the famous confirmation bias, wherein the person only looks for or at the evidence that supports his/her position, while turning a blind eye to or being hypercritical of those that don't. In one experiment, for instance, a report detailing the pros and cons of capital punishment was given to a group of subjects. It was found that those in favor of capital punishment emphasized the evidence that supported their position. Likewise for those who were not in favor. And both sides downplayed anything in the report that did not support their view. In the end, regardless of the fact that the report contained disconfirming evidence, instead of being overcome with doubt, both camps came out even more convinced of their position! [p.19-20] Confirmation bias is at work whenever our beliefs are challenged. And the more one is entrenched in one's beliefs the more it is employed
The believer may even do mental gymnastics and use the lack of any favorable evidence to convince others/themselves they're correct. During World War 2, when Pres. Roosevelt ordered Japanese-Americans to be detained in camps, General John DeWitt admitted there was no evidence whatsoever that any Japanese-American was sabotaging the war effort against Japan. But DeWitt rationalized, "The very fact that no sabotage has taken place is disturbing and confirming indication that such action will be taken." [p.20] So guilt is guilt and innocence is guilt. You can imagine the megaton justification necessary to convince themselves that dropping the atomic bombs on Japan and killing and irradiating hundreds of thousands of men, women and children was right and necessary.
And from an entry some time ago, after one of the latest doomsday prophecy failed, the leader of the religious sect House of Yahweh issued this statement:
We previously thought it (the world) would end on the night of September 12th  but it failed to happen. We have given it the next 100 days. Within that period, he says, we're foreseeing powerful nuclear weapons which will strike the world and bring it to an end."When after a year the vaunted nuclear war was still nowhere in sight, the sect offered the following nonsense: "What actually happened is that a ‘nuclear baby’ was conceived on September 12, 2006." People who have heavily invested themselves in a belief and who have publicly professed their belief are very unlikely to ever drop the belief even when faced with indubitable, incontrovertible disconfirming evidence. Psychologist Leon Festinger's dissonance theory is daily supported by the likes of House of Yahweh.
But why do people dig their heels in? Tavris and Aronson note that most people have a positive self-image of themselves. They consider themselves morally upright people. They see themselves as smart people. They may not think of themselves as geniuses, but they certainly don't consider themselves stupid. Thus, when they do something really bad or stupid, their reaction is not to admit that they have committed a bad or stupid thing, since that contradicts their self-image. Instead, in order to reduce or eliminate the dissonance between how they see themselves and what they have done, they resort to self-justification. They justify their actions such that they are able to convince themselves what they have done isn't really that bad or that stupid. In fact they may go to the extent of convincing themselves they actually did good. In order to get away with this, they may even blame others (the victim of their misdeed for example as in DeWitt's case). We fool ourselves in order that we may live with ourselves. Self-justification is a psychological survival mechanism. But like technology its self-preservation function cuts both ways. It cannot discern when it is warranted and when its use leads to false beliefs and unethical behavior.
In the case of theism, there is simply no evidence that any of the thousand deities of the world exist, there is good scientific evidence that prayers don't work, there is no evidence of souls, there is no evidence for virgin births, no evidence for miracles, no evidence that a realm other than the universe we live in exists. Worse, claims by different religions clash with each other, meaning they cannot all be true simultaneously.
The dogmas of the Catholic Church as enshrined in the Creed are pure fantasy. Ask any theologian how they know any of the declarations therein is true, and he will give you the runaround. He will not be able to give you any evidence whatsoever of its truth. He will not be able to provide means by which you can test its veracity/validity nor provide objective tests/studies that have been conducted. In the end and in so many words, these men ask you to believe because they say so, or because it has been believed in by men before. But then why not believe in Hinduism since those are the very same reasons Hindus believe? Or in Islam? Or in any other theistic religion?
Dissonance theory predicts that those who have invested money, time, effort, etc. in their beliefs will not suddenly deconvert when confronted with rational arguments and evidence. On the contrary. Dissonance theory predicts they will believe even more. Why? Because of their self-image. They unconsciously tell themselves: "I'm not a stupid guy. I can't possibly have wasted 10,20,30,40 years of my life in some delusion. I can't possibly have duped my children by teaching them a bunch of fairy tales. I can't possibly be wrong after having stood in front of hundreds of people and declared my belief. I can't possibly be that gullible to have fallen for flimflam and claptrap. I simply am not that stupid!" And so in order not to fall into a really major depression and face humiliation by admitting that they have been irrational and wrong, they resort to justifications.
Intellectual integrity is a most precious commodity. You will find it in science. Indeed it is sine qua non to progress in science. But you will not find it in theism, for faith is the antithesis of intellectual integrity.