Fear is one reason, but maybe not the only one. I noted another one. Somehow they (esp. the younger ones, teens to twentysomethings) seem to have a kind of obsession with truculency to societal norms. This kind of 'rebellionism' might be normal behaviour at this age though.
Many have had religious education somehow somewhere (in school as in my country, or at home locations) and it is a kind of rebellion against the elders or against society's norms that 'having a religion' is a normal thing to have as citizen (somehow, and mostly the country's dominant creed).
For some, the ego (mind the thread title!) asserts itself also by a pointed division from mainstream society. That's why they gain sth from it. Subvesiveness has its attraction also by becoming attractive by it. Others of course, succumb to these values and it is also ego-based: the ego of being "right", meaning: with the majority which in their view should always be right ....
Thus they (the subversive) reject everything
that has to do with this 'prescribed' religion. However, it's not just the official religion and its dogma per se, but anything that comes near it in terms of metaphysics: including the larger reality, psi & paranormal (even serious scientific research is scoffed at), spirituality (in raw form), esoterics, new age, concepts of the soul, afterlife, ghosts, etc.
And some are overly consistent with it. Some of the older (over thirties) just kept up their stubborn- and closed-mindedness, maybe because they are somehow still 'young and rebellious at heart' or just out of habit. Some because they even can profit from it, such as the pro skeptics or pro atheists like Randi, Dawkins, Shermer, Blackmore and others. Where there is an audience you can gain fame and sell books!
The irony is that with their being so consistent and their continuous flocking together as self-proclaimed 'skeptics', 'debunkers' or 'atheists' in societies and communities, they create a religion for themselves. They just don't notice it. Or don't want it since it's their self-conception that they're the ones 'above' the lunatic superstitious / spiritual / religious guys. But they are those who are actually superstitious the most. That's the sweet irony of it.
B. Haisch, astrophysicist, put exactly this issue very nicely in his book:
"In their view, there is nothing beyond the here-and-now; wheen you body dies, you are gone forever. If you point out that his seems fundamentally unsatisfactory, the best they have to offer is the tough-love maxim: 'Get over it and move on.'source: http://books.google.de/books?id=cC-O7Ug-lmQC&pg=PA27&lpg=PA27&dq=%22In+their+view,+there+is+nothing+beyond+the+here-and-now%22&source=bl&ots=rh3s3tlLbf&sig=17BOK9vw53OjNgrWQQ6WhT0nKFg&hl=de&sa=X&ei=fEX8T_OiHIfvsgbc-cCHBQ&ved=0CCMQ6AEwAA#v=onepage&q=%22In%20their%20view%2C%20there%20is%20nothing%20beyond%20the%20here-and-now%22&f=false
The stoicism of those who believe this and still manage to live good, decent lives without promise of reward in the hereafter is, perhaps, admirable. And I freely grant that even reductionism is preferable to belief that slaughter and destruction in the name of a vengeful God will result in immediate passage to heaven. But I think it is wrong nonetheless. In fact, in its most rigid form, reductionism becomes essentially a matter of faith and simply another kind of orthodoxy that goes by the name of scientism.
The word 'science' is used today in two very different ways - in the service of epistomology, which is a way of investigating reality, and in the service of ontology, which is a conceptualization of reality itself. It is in this second sense that dogmatic science is invoked today and should more properly be regarded as the religion of scientism. While scientific orthodoxy boasts no churches, it is nonetheless a faith - a faith whose ritual is skepticism. Indeed those skeptics who scoff loudest at al things spiritual hold professional gatherings that bear an ironic resemblance to revival meetings, at which they pump up the faithful to go forth and combat anything that smacks of non-reductionism. I contend, on the other hand, that, although the material investigations of science are absolutely correct, they only penetrate the lowest level of reality - that of the physical and the material."