Because of what general_re said in #846. (I couldn't've said it any better.)
That's not always and everywhere true, but it's certainly true that being a Christian in a largely Christian society is easier than choosing some other path. It was easier to worship Jupiter in Rome around AD 100 than it was to be a Christian, and now the roles are reversed - it's easier to be a Christian than to be some other way in this society.That's not to say that people choose it because it's easier, but that most people never really choose it at all - it's simply handed to them by their parents and society, and the only conscious choice often comes in the form of a choice to reject it, rather than to embrace it.
The general leaves a lot out, i.e. all the people choosing Christianity to get away from the human sacrafice, cannibalism, headhunting, headshrinking, debauchery etc. etc. which went along with the older religions.
I saw an interview once with a Maori who noted that Christianity was the best thing that ever happened to Indonesia and Borneo. The guys grandfather had spent ten or twelve years in colonial prisons for taking heads, and he said nobody had ever gotten a decent night's sleep in the whole history of the place (either because they were out all night hunting neighbors heads or worrying about other people taking THEIR heads), and that after the area was Christianized, all of that stopped and it became possible to lead productive lives. Basically, a man had to take at least one human head before he was elligible for marriage.
I mean, who the hell wants to live that way? Why would anybody in ancient Rome want to live that way? The decision to become a Christian, once the opportunity presented itself, was probably the easiest decision anybody in Rome ever made.