Because just having the basic knowledge of our religion is not enough. We need to know whether or not if our religion is based on an accurate knowledge of God’s Word. (John 17:17) Does our religion encourage us to apply bible counsel which will help us to guard against deceptive reasoning that could weaken our resolve to endure the trials and tribulations that lies ahead? (Ephesians 4:13, 14; Heb. 6:19) Does our religion prepare us to be able to think clearly when under pressure? Does it give priority to daily Bible reading and personal study. (Heb. 4:12) Yes, now is the time to deepen our knowledge of our religion so as to fortify our faith.
For the same reason we deepen our knowledge of anything that holds our interest -- we want to know more about it.
Choosing one's religion is no doubt considered to be one of the biggest decisions that an individual will make. For some, their choice of religion is passed on to them from previous generations in their family. No doubt, this has become something cherished with sentimental value attached to it. The Bible gives strong reason why we should give careful consideration to our choice of religion. Concerning religion, Acts 20:29,30 says: "I know that after my going away oppressive wolves will enter in among you and will not treat the flock with tenderness, and from among you yourselves men will rise and speak twisted things to draw away the disciples after themselves." Therefore, even in the name of religion there are individuals who teach according to their own thoughts and personal opinions. Fittingly, closely examining one's religion in the light of the bible can protect us and keep us from basing our lives on lies and untruths. This is very important because Matthew 7:21-23 says: "Not everyone saying to me, 'Lord, Lord', will enter into the kingdom of the heavens, but only the one doing the will of my father in the heavens will. Many will say to me in that day: 'Lord, Lord, did we not prophesy in your name, and expel demons in your name, and perform many powerful works in your name?' And then I will declare to them: I never knew you! Get away from me, you workers of lawlessness." So while many falsely claim to represent Christ and do powerful works in his name, the reality is that because they aren't doing what they've been instructed to in the scriptures, they don't have God's approval and their false worship is in vain. Therefore, sincere adherents of any religion would need to examine the teachings that they receive and make sure that they are in line with what the bible really teaches!
So that we can understand how to draw closer to God so that he will draw closer to us James 4:8
Confirmation Bias. You try to deepen your knowledge of your religion to continue to convince yourself that it's the right way to believe. Any knowledge from the outside, that goes against this belief, has to be from the evil being that exists in your belief system, no matter how true it may be, or how much evidence there is.