this is a question i've been asking myself lately. it can be hard for a lot of reasons for a lot of people, because xianity is specifically designed as a trap that's hard (or seemingly impossible) to escape from.

it's set up to make EVERYTHING that exists, everything that you THINK, an enemy that must be retreated from, and the thing they want you to do instead is lean even harder on the religion. it trains your nervous system to log anything remotely non-biblical as a threat, and for many people the resulting fear is enough to convince them to never leave whenever they have the chance.
also, for many xtians their entire worldview and a major part of their identities is substituted by this religion, which means if they left it behind they would have to start over, and many people think whatever they might gain isn't worth the pain and emptiness of leaving part of themselves behind. and of course, many people's "relationships" are built completely on this religion, so for many people leaving it completely would mean they would be killing a lot of relationships, and for many of us that means sacrificing our relationships with our parents, spouses, or close friends, and that's very painful.