The brain can be cheated. We do it all the time for several reasons. When I buy a lottery ticket, I do it pretending that the odds are reasonable. It's a pretend game, deep down I know I'm just fooling myself. But when I'm buying the ticket, I don't care because it feels good to think you are buying a reasonable chance of being rich. It's the same thing with some religious people. I know it because I did myself before becoming an atheist.