For a million reasons. For starters, in order to believe in yourself, you have to be a believer. And if you are a believer then you believe in something outside yourself, bigger than yourself, to start with. To paraphrase an existentialist, people either believe in something or don't know they believe in something. This second group is most of us.
Faith is hard, and a little scary.
Nonetheless it makes sense that you have to have the capacity to believe before you can believe in yourself. The artist is the ultimate individual. I don't mean that in the qualitative sense, but in the descriptive. The artist has to listen to the self. For this the artist will be ostracized.