It's this credulous attitude by religious types that confuses me so much.
You have to wonder why people don't do more thinking.
I'm not sure why you find that confusing.
I'll use the term "gullibility" for what you are calling "credulous attitude."
It is to be expected that the degree of gullibility will vary from person to person. If you could quantify it, then it would probably fit a normal distribution. (By the way, have psychometricians defined and developed as scale for gullibility quotient?)
Assuming that there is a range of gullibility it seems entirely expected, at least to me, that religions would tend to be adopted by the most gullible. Thus we would expect religious people, on average, to be significantly more gullible than the population as a whole.
Note that I am not denying that some people may adopt a religion on an essentially rational basis. I don't presume that gullibility is a prerequisite. But I do suggest that gullible people are more likely to become religious, much as gullible people are more likely to be taken in by scam artists.