Don't give a knee jerk answer of: because they are stupid or because they are full of fear..there is more to it then that..
This article gives some good info on why they do..but what are some other reasons?
http://www.euronet.nl/users/e_wesker/fundam.html................Some societies seem to be more vulnerable to fundamentalism than others. Fundamentalism provides two crucial things to societies. On the one hand, fundamentalism provides a moral worldview than can be adopted in toto and thus is particularly appealing to societies in flux. Those who either see morality disappearing from their society, or who are unsure how to anchor their morality, may turn to fundamentalism as a new source of moral surety. In the United States, for example, Christian fundamentalism was given a great boost by the moral laxity of the 1960s, as many felt that society had lost its moral course and turned to fundamentalism to restore morality to society. Fundamentalists played a crucial role in the election of Reagan to the governorship of California in 1966 and the conservative groundswell in American politics that continued for roughly 30 years. Throughout this period, fundamentalist Christianity helped shape the agenda of the Republican Party, on issues as diverse as Communism, abortion, and school vouchers.
On the other hand, fundamentalism is also appealing to youth, particularly youth who feel that they have no political voice. While ordinary society tells adolescents to moderate their desires in order to function in society, fundamentalism glorifies adolescent desires, like anger, depression, need for revenge, and rejection of one’s parent’s society. While these emotions are not productive in normal society, they play a major role in helping fundamentalists to achieve their eschaton. Fundamentalism gives broader context to adolescent hubris that justifies and reinforces these adolescent desires. Moreover, fundamentalism fulfils basic adolescent desires for a sense of belonging and acceptance. Once new converts accept the fundamentalist groups’ worldview, they will be automatically accepted into the fundamentalist society..............