[GoNative]

With a movie we know from the outset we are watching fiction even if it is based on a real story (well at least most of us do). We go to a movie generally to be entertained, not to be educated (unless it's a documentary). And we don't usually go to a movie and then leave claiming that everything in the movie was true!
The religion thing is just to illustrate I guess how common it is in our societies to suspend rational, logical thought. There is nothing logical or rational about believing in something for which there is no proof whatsoever. It's a dangerous precedent in your life to start doing this. Do it once and you're more likely to do it again and again.