In a more general sense, consider the "laws of physics". People believe in them not because of their consequences, but because they explain reality (and quite well). So people believe in gravity because it has worked for them in the past, and because it has been verified.
Also... _not_ believing in gravity will not make much of a difference for your life (as long as you don't start jumping off cliffs of course).
EDIT: I forgot about religion. AFAIK, most people believe in religion because they have been taught/indoctrinated/raised to believe in it, and _not_ because they have (deeply) thought about the social consequences of their particular religion.