Some religious people believe because of their experiences.

See the (very rare, statistically) experiencers of spontaneous remissions the Catholic Church declares miraculous healings, such as Dafne Gutierrez:

https://catholic-miracles.com/miracle/charbel-makhlouf-dafne...

I'm not personally sure that's a supernatural event, but if I'd had my eyes deteriorating for years, undergone multiple failed surgeries to stave off blindness, become fully blind, had doctors tell me I was irrepairably blind, and lived without eyesight for years, then had it come back within two days of praying to a Catholic saint for healing...

Well, I doubt I'd still be agnostic after that.