I'm not Mormon it religious, but you're really simplifying the situation. Even your entire worldview and upbringing revolves around believing, it isn't so hard to understand how one can believe it as an adult. That, coupled with the fact that their entire social and familial life is centered around being a Mormon, makes it WAY easier to keep believing than to think critically about it. Also, many of them probably like to believe it, and it brings them joy, so what's the harm?

I personally don't think there's any reason to conclude there's a god, but I do understand why there is a social/communal benefit to being religious. At the end of the day, all religions require a leap of faith, and I don't see how Mormonism is so much more ludicrous than the others. As long as they aren't hurting anybody, I don't see the reason to get worked up about it.