Many people live in a fantasy world having no relationship to objective reality.
This is absolutely common and normal for young children. In other instances, however, certain people have powerful psychological needs to believe in magic or in a savior. Once you have a basic sixth grade understanding of science, and you've been allowed to observe the world unfiltered by adult religious indoctrination or superstition, you cannot but realize that Santa Claus is a mythical figure, that reindeer cannot fly, that there are too many households and chimneyless apartment buildings in the world for one man to visit in a 24-hour period. It is but a short step from dropping the belief in Santa Claus to dropping the belief in a God in the sky or the saving power of a religious man who lived 2000 years ago. I am laughing at your silly religious beliefs.