Imagine being a detective, you spend most of your time trying to find evidence, then evaluating the evidence to see what conclusion you can draw.
Now imagine those cases where you know who did it, and you know what happened, but you just need enough evidence to prove it. At this point, all evidence is analyzed and only kept if it agrees with what you know happened.
This is whats its like for some religions, they know the answer, the reason for life, so they only keep evidence that agrees, and discard that which does not