Because you can reach a perfectly amicable point where you realize that one person's belief is a decision - you understand their arguments, they understand yours, but nothing that either of you say will change the other person's mind. We tend to think that people think through the options and go for the most salient one, but sometimes they say, "I'm going to believe this" and then they do. In that case, you'd have to unseat their will to change their mind.
You can also reach a point where, as you said, they’re not fanatical or cut off from science and objectivity, they just have a lens through which they view it all. It’s a tough life, and a belief in a higher purpose or underlying cause must be very comforting to some, and if they can still accept reality as it exists, what’s the harm? If they’re not out to convert you, or argue that Earth is 6000 years old, then there are probably better things to discuss than their faith.
Maybe approach the discussion as not requiring the outcome of one person convincing another but simply gaining a deeper understanding of each other to increase intimacy.
it also exposes confirmation/cognitive biases apparently even if you don't even know you had one or still deny it
It's like trying to change prior probability of one, using Bayesian updates. You can try it, but it is pointless and causes frustration.
It works other way around too. You can't Bayesian update prior probability in (0, 1) range into 0 or 1.