They don't just BELIEVE that their colonies were started by another civilization, they KNOW it. They KNOW that there were 13 tribes that left from Kobol, and 12 of them settled in The Colonies. They KNOW that there is a 13th colony somewhere. They KNOW that the lords of Kobol existed. They KNOW that Kobol is an actual place. It isn't just religious belief, it is proven knowledge, including the prophecies. Thus, it is very important to all of them.

Additionally all of the major characters in the show are flawed in a significant way, and that was intentional. Part of the show is finding out how each of them both rise above, and fall to, their demons.