Perhaps the proof is not sufficient to satisfy them. Also, oftentimes some beliefs just repackage themselves over the years and call themselves new things, or they mesh belief systems from other faiths and call it that. Kabbalah, wicca witchcraft, paganism, new age, science of the mind, scientology, have some commonalities and some differences. Then there's mormonism, Amish, Christianity, Catholicism, Evangelical Christianity, the protestant groups, and in the Philippines the iglesia ni Kristo which some say blends Jehovah's Witness with some other faiths. Atheists have similarities with agnostics, and humanists. Communist societies and societies like North Korea practice atheism or, if they allow churches to meet, the church is subject to government interpretation. I think for as long as people live, they will always want to find the answer to the meaning of life, and this is because we all feel emptiness inside, whether we have faith or are atheists.
Curiosity won't fill the emptiness inside. If anyone says curiosity will fill it, they are deluded. You have good days, you have bad days. But curiosity is something everyone has, whether you have faith or not. It is what it is. It isn't the answer.
I probably should not post the first thing that jumped into my mind and should probably find a way to judiciously express my thoughts...
So...let me try to articulate them politely:
Lack of education; lack of critical thinking skills; lack of information;rejection of education; rejection of critical thinking; rejection of information coupled with hyper-religiosity (Which science very recently demonstrated may be related to a particular expression of Obsessive-Compulsive Disorder).