Great question. From a psychological perspective, the issue is identity. Most people gain a portion of their identity from their beliefs. For some people, their whole identity is formed around their beliefs. For them, facts that betray their false beliefs feel like a personal attack. So they lash out in anger and say that "I'm right, you're wrong, shut up!" And they'll even fight you over it because their beliefs are their only strong defense mechanisms. And everyone has to protect their own ego in some way.
This is why people with extremely strong beliefs are open to crazy suggestions that support their beliefs. The best one I heard lately was that Germany and Mexico have tanks on the Texas/Arizona border, waiting to invade the U.S. This sounds bizarre, but the person listens to talk radio and this is his only source of information. Moreover, he nearly disowned his sister for saying that was ludicrous--German's on the American border.