[rossdavidh]

In various places and times in the past, otherwise rational and successful people had all sorts of odd religious (or other ideological) beliefs, that caused them to do odd things. Sometimes, those odd behaviors even had a modest negative impact on them. However, they signaled (perhaps more powerfully because somewhat costly) to those around them that they were on the "correct" side of things, that they had internalized the religion of their peers. This may have paid off for them, on balance, by making them more trusted or liked by other believers.

Not that it always turns out to be a net positive, but it can often enough to keep happening. Some niche religions have too costly demands on their members (e.g. chastity for all believers, giving away all possessions, etc.), and thus fail to survive. But others, and other belief systems that function psychologically in a similar way, can survive despite (or even because of) the modestly costly irrational behaviors. Costly signaling is a more honest testament to your commitment to the ideology.