Part of them goes on doubting the contents of faith. Believers have many strategies for resolving this dissonance. They include banding together in churches and sects to reinforce their beliefs, and converting others. If you can convert another, then you confirm your own beliefs. More dangerously, they include combatting and even physically attacking those who do not agree with the beliefs and cannot be converted by reason.
Faith is always insecure, and intolerance is an expression of that insecurity.
Pascal's wager reconsidered. Human reason, logic and empiricism are the secrets of our success as a species. Together with our senses, they are the sole means by which we can investigate and connect with the Divine Cosmos. If we abandon them, we abandon the only Reality we can be certain of. We are punished for this crime - not after our death, but during our life.