They don't because it scares them.
I had a somewhat similar experience. My parents took me and my two older sisters to church every week. I thought that the stories they told us in the children's classes were just like the bedtime stories my parents read to me. It was only when I joined them in the pews when I was about seven that I heard the minister saying things that I thought were odd. I realized he was serious; these were not bedtime stories, it was nonsense. It scared me.
On our way out of the church. I asked my father if he believed what the minister had said. He looked down at me and hesitated. He finally said something like "Well, not all of it."
I told him that I did not want to go to church again. My sisters joined in. My father and mother, overwhelmed by our insistence, shrugged and gave in. Obviously they were not strongly religious either.
That was it. We never went again.