Because quite a lot of people remove their brains when the subject of religion is brought up. They quite literally sidestep logic, reason and rationality in order to incorporate their chosen belief system into their otherwise rational conscientiousness.
All rational people know that fluids do not spontaneously change from one form to another without some kind of external stimulus. All rational people know that because of buoyancy, objects sink when they exert a force greater than that which can be repelled by a fluid over a given surface area. All rational people know that large, chemically complex objects do not spontaneously replicate.
And yet Christians believe that Jesus turned water into wine - literally; Jesus walked on water - literally; Jesus fed five thousand people with just a few scraps of bread and fish - literally.
I find it completely absurd and more than a little scary to know that an otherwise rational and intelligent person can disengage their brain to such an extent that they can allow themselves to believe such utter nonsense.
As you say Flob, people would normally take offence at being called a sheep. However, when Jesus says it, logic, rationality and even self respect goes flying out of the window.