Because everyone else does.
Why believe that people once put razor blades into apples and you should only eat wrapped candies? Because everyone else believes it (it's an urban legend).
Most of what we believe is not a result of direct experience (ever seen an electron?) but is rather part of our collection of truth because everyone (or at least the people we respect) around us seems to believe it as well.
We not only believe that some brands are better than others, we believe in social constructs, no shirt, no shoes, no service. We believe things about changing our names when we get married or what's an appropriate gift for a baby shower.
This groupthink is the soil that marketing grows in. It's frustrating for someone who is hyper-fact-based or launching a new brand to come to the conclusion that people believe what they believe, not that people are fact-centered data processing organisms.
Sure, it would be great to have an organization that enjoys the advantage of everyone believing. Getting from here, to there, though, requires stories, emotion and ideas that spread. Organizations grow when they persuade a tiny cadre to be passionate, not when they touch millions with a mediocre message.