Why do some people remain so delusional even when it is obvious that what they thought was real was staged?

Take The Virgin of Guadalupe of Mexico for example, said to have appeared before an Indian peasant on the hill of Tepeyac near Mexico City from 9 through 12 December 1531. Now how can someone honestly believe that for thousands of years Christianity evaded the peoples of the western hemisphere and all of the sudden when the European invaders arrive the Virgin Mary decides to reveal herself? Or the Mormons concocting stories about Jesus having preached to Mayan and Aztec peoples and he is the one they refer to as Quetzalcoatl? Why do we have to live in a society where these delusional people are allowed to govern over those of us who are sane and who can see through the facade? I am not saying a spiritual belief or a belief in god makes one delusional, but come on people, can't you tell when someone is trying to pull the wool over your eyes?