Because they don't have a choice. That lie upon lie stuff has bound them up in ropes they can't break free from. Guilt and fear prevent them from even trying to discover the truth. That's why lies are like the chains of hell. Maybe they ought not to love them.
You do not KNOW you're in a lie until you 'see the light'- get the TRUTH about things. Who wants to WAKE UP from a dream. A mormon life can be pretty nice. Nobody wants to wake up from a dream and be in a living nightmare! TBM Sheeple have to stumble onto the truth as I did. No one goes looking to see of they have been deceived! I never did. Why? All was well in zion. So, they do not "prefer" to live in a dream world of lies- they don't know any better. Thus, the sheeple label.
I know intellectually, it's easy to pick on Mormons because so much (practically all) of what they believe about their religion can be shown to be objectively false. Their scriptures, all made up. Their prophets, alpha males who clanked when they walked, taking the primate male dominance hierarchy to a whole new level.
Our beliefs are like tattoos that may fade over time, but never really go away. Humans are never really data-driven, no matter how much they think they are. It's a little sad to see so many here with their faith shredded to bits. Apparently, that's part of Mormon recovery. Such a vile "religion", but calling it stupid is just calling the kettle black. Maybe we're all stupid, just with different flavors. Our minds are made up. If we are dying and someone offers to save our life, and the method clashes with what we believe in, we die.
We think reality is what we see and what we know and what we can objectively measure. If you're an insect walking on a cow pie, how firm a foundation. Just tread lightly. Mormons will be Mormons until they're done with it. Then they'll be on the flip side because it's still part of them and it's a very polarizing religion. I'm glad I'm on the outside, not suffering its debilitating effects.
Maybe Mormonism is proof that reality really is stranger than we can imagine. Maybe Martin Harris really is the poster boy for that way of being. It's not for everyone, but living in fantasy land could be for some people. Denial of objective reality is just another way of experiencing the weird magic of existence. Call me crazy.
We all create 'our own temporary' reality to an extent.
Creating a 'temporary reality' can be very good in many cases where you are in control. That 'temporary reality' could become a permanent one over time.
However, many 'temporary' parts of our reality will eventually leave when we 'wake up'. We may 'wake up' to a large degree while some of us are alive but based on what I believe the vast majority will not 'wake up' to many things until when our bodies dies!
My wife converted at a time in her life when she was desperate for direction and was unable to provide it for herself. She saw that Mormons had their acts together at a time when her life was out of control, and believed that if she believed and acted as they did, that she would get her act together too. She made the conscious decision to trust everything the church told her because her experience had taught her that she couldn't trust her own decisions. She still believes that if she were to ever leave the church she would revert to the life she had before she converted.