Why is reality not enough for people?

Hmmm probably pain and the vulnerability that opens from pain.

And ignorance. A lot of people just don't know or were never shown what's out there. A lot of religion teaches, either explicitly or implicitly, that asking questions is taboo. They just don't know.

And also bias. If you teach somebody that taboo-fencing worldview from a young age, and they grow up with and inside of it, we know that there is a bias against new information. And while the universe is infinitely amazing, if you deny deny deny, and live in the world of stories and tradition, in Plato's cave, outside would seem unsafe, hostile, and unpleasant, and thus the cycle of sharing a lifetime of what you know, continues.