Because it's easier to relate to someone, artistically speaking, if their beliefs align with yours. Music means more usually, you understand the hidden angles (Norma Jean: Meridional, Thrice: Vheissu, Underoath, Define The Great Line) and where they're coming from. There's comfort in that for some people. It's like losing a brother in some ways when you both share the same faith, yet one splits a ways down the road.