That's because they don't have faith.
Faith is often used with and in religion, but is not a religious word at all.
Belief and faith are not the same thing, belief makes faith not possible. Faith is a state of openness or trust. Faith is letting go and the attitude of faith is the very opposite of clinging to belief, of holding on. In other words, a person who is fanatic in matters of religion, and clings to certain ideas about the nature of God and the universe, becomes a person who has no faith at all. Instead they are holding tight. The attitude of faith is to let go, and become open to truth, whatever it might turn out to be.
On the opposite side, belief's Anglo-Saxon root 'lief' is 'wish,' it literally means 'to wish.'