Clearly, religions aren't often prudent or efficient. But that doesn't mean they don't work in any sense. Just look at all the crazy traits of various animal species, from frogs to cuckoo birds to bonobos. Indeed, every specialization likely seems bizarre to outsiders because the latter can't identify with a foreign format.

Also, I've explained this elsewhere by positing the shibboleth. The strangeness of religions might be their feature, not a bug, because they test loyalty to the group (via the evolutionary handicap principle), and it's that loyalty that stabilizes society. So the bizarreness of the theology might be integral to the religion's social function.