What a great, great question. Thank you for writing this!
In a word: Relationship. Religion actually means "a binding relationship."
Time after time, things that seem to make absolutely no sense at the time, do make sense with the perspective of time and the notion that we are all just characters in a much bigger story, part of something bigger than ourselves. That seems easier to believe than the notion that life is just random.
Or perhaps a better word is love because my faith teaches God is the Author of the Universe, as well as love, truth and beauty itself.
Many people reject Christianity (and other religions) because they rightly see everybody is messed up in one way or another. That's why a wise man once wrote that the only thing wrong with the perfect religion of Christianity is Christians themselves (we are all flawed messed up sinners and yet, through Baptism, we become children of the Creator of the Universe).
Another wise mentor (a black priest who is a direct descendant of the president of the Confederacy) noted that we all cry out for "Help" (like the old Beatles song) but as soon as we focus on helping others our worries seem to fade to the background and helping others winds up also being a way to help ourselves. John Paul the Great calls that the Law of the Gift, that we only find our true selves by giving ourselves away as a gift.
Religion is kind of like golf: it's almost impossible to hit a hole in one and a perfect game is even more unlikely -- but at least we know what's possible. Why bother to keep at it? Because we love God and each other in that order (heck, our faith is so crazy we even pray for our enemies because God is love and real love is crazy love). The Church is also like a field hospital for the wounded (we all are broken in some way) or a school -- but also the place where we can get closer to our God and each other. Thank you for your writing!