As someone who grew up fundamentalist-religious and right-wing, but then got out of it, it's becuase of a few things:

• You'd have to restructure a lot of your world-view, and that is very hard. You have to take a fundamental part of how you see the world, discard it, and watch a bunch of other values and beliefs come crashing down. Rebuilding from that is scary and hard.

• You have a lot of social investment as being part of the "in-crowd" of your community. A lot of your friends/family/colleagues/social-circle all keep reinforcing your beliefs. This makes it hard to step away from those beliefs, because you feel like you are betraying that community. Many communities will indeed abandon you, especially if you go to the "other side". You suddenly have to become the enemy that you've been rallying against.

• Sunk-Cost fallacy: You've already spent so much time and effort in this belief, that youre really hoping something will happen, and your faith in the person or system will be justified. Eventually it'll pay off if you wait just a little longer. Of course, "wait a little longer" ends up being years and years, and at that point you have more compounded mistakes that you have to admit to. This makes you feel like a bigger idiot than if you had just admitted your mistakes up front.

tl;dr: It's a cult!