'Cause they're bein' lied to, mostly. The church tells them their problems will be solved if they just follow their teachings and pray to God while ignoring all the real injustice in the world and that they'll be screwed if they don't.

All a calculated way of keeping them complacent and making them believe that if bad things happen to people it's because they weren't pious enough and not because the system wants to keep them down. If their prayers aren't being answered, that's their own fault.