Ah, its all about socialization.
One grows up in a family that practices "X religion" (or even just marries into one) they start parroting the "we're X" stuff; especially in "mono-religious" countries, cities, even neighbourhoods. Doesn't mean they actually believe the dogma, hence terms like "Cafeteria Catholics".
The religions accept this for 3 reasons (in no particular order here).
1) Getting to say they "speak for" however many millions, even 1B plus.
2) The revenue from weddings, funerals, baptisms, confirmations, Bar/Bat Mitzvah's....
3) The hope that in another generation or two, the kids or grandkids will redisover "their" religion.
BTW, I totally second what others have posted ITT, that the "Jesus thread" should not be closed. (Err, "God knows"
I had some excellent metaphysical posts there).