I'm going to answer this in terms of the Catholic church, since that is what was mainly broached with this question. We could substitute any religion and find for or against; this is J. one religion.
The Catholic religion states that you are a Catholic if you're born AND BAPTISED into the faith. That was what I always grew up knowing; I'm Lutheran, not Catholic. (The two faiths are linked together only in that the Protestant faith (Lutheranism, among many others) broke with the Catholic Church during the Protestant Reformation.)
However, if you don't get all of the Catholic sacraments, or attend Mass regularly, or get married in a Catholic church, or make sure you pay your yearly tithe, then you're not a good "practicing" Catholic, or a Catholic in good standing.
It seems to M. that with the Catholic faith, what you do--or don't do--very heavily weighs on if you're perceived as being a good or faithful or practicing Catholic or not. I studied Catholicism in college and was always struck by all of the contradictions that the Catholic religion has when it comes to whether or not you're a "good" Catholic believer. And don't forget you need to give the church money! (Giving money seems to be a rallying cry for all Catholic churches. You're a very good Catholic if you make sure you give the church what you're supposed to give them in terms of money).
Remember, the Pope has set himself up as being the intermedicary between man and God. Which I always thought was rubbish, as any man or woman or child has direct access to God and doesn't need to go through another person in order to have a relationship with God. Or talk with him. Or plead their case. Or whatever.
And then if you marry someone of a different faith and don't turn Catholic, you're excommunicated. Or if you get divorced, you're excommunicated. Or you have an abortion--I'm assuming you're also no longer a Catholic and are excommunicated? Or does that only happen if the priest knows you had one? I never did understand weekly or monthly confessions to the priest either. If everyone has the right to talk with God directly--why do you need a priest then to confess your sins? You can confess them directly to God yourself.
Remember, during the Middle Ages the Catholic Church was the ONLY church in Europe. The church was filthy rich, and so were the priests and bishops and the pope. Did you know that the Vatican is one of the richest kingdoms on earth? Who owns the Vatican? The Catholic church. The Catholic church also did the Crusades. Lots of plunder and wealth confiscated there from all the lands they invaded. There was even a period of time when heresy was widely condemned (and what was heresy was dependent on what the church said was right or wrong), people were murdered, and their wealth confiscated by the church.
But there is also a lot of good that's come out of Catholicism. I absolutely love and adore looking at the cathedrals in Europe. Yes, I know they were built on the backs of the peasants who gave the churches their money and the plunder the church did on the many Crusades. But they (the kings and lords and whoever else built the cathedrals) also employed hundreds and thousands of skilled laborers and artisans to build them, thus giving peasants and serfs jobs. Their different monastic communities did many great and wonderful things, and we have some great saints as well as great institutions they left behind (think Mother Theresa and all the good she and her foundation did in India, or the monks who copied and kept alive books and learning when the Middle Ages were a dark period in our history and the common people were illiterate).
Why do people stay with a religion if they don't 100% agree with it? I suppose some of it might be because the family has always been Catholic and to not be Catholic J. isn't acceptable. Perhaps they find that all the religions they investigate all have their own quirks and issues and problems so might as well remain Catholic. For many prominent Catholic families, no one would ever think of NOT being a Catholic. Some people like all the sacraments and the rituals of the Catholic church--even if they don't agree with everything that the Catholic church espouses.
Religion is a very tricky thing. Who knows why anyone likes or joins the religion they are with? The reasons to be a particular religion or to partake in a particular religion are unique and variable to each and every person. There is no overall answer as to why a person would stay with a religion if they 100% don't like everything about it.