Well if people claim certain belief in things that have no substantiation; Elvis is alive and living in Cleethorpes, Fairies at the bottom of the garden, being abducted by aliens - they are usually treated as having a mental health issue to some extent.
At the extreme this sort of unsubstantiated belief does segue into diagnosable problems such as schizophrenia. Someone i know was convinced she was a princess and secretly married to Prince Charles. She has spent the past 10 years under medical supervision.
Clinical Therapy training teaches us that we should respect other people's 'model of the world'. I think the heart of this is that there are massive gaps in our understanding of Life, the Universe and Everything. For some of us, we are content to accept and be content with the 'not knowing'.
Others feel a need to fill those gaps with stories, beliefs, myths etc And of course, our species is very creative in inventing these.
Especially when you factor in that many human beings have an issue with the notion of ceasing to be (death) and the other basic needs that Religions satisfy; sense of community, personal significance and certainty.
.