This question reveals two things about the nature of unbelief:
(1) It’s a choice. Faith and unbelief are not genetic predispositions inherited at birth. They don’t happen to us by chance, like winning the lottery. We believe because we choose to do so. Others disbelieve because they choose to do so.
(2) Secondly, there are reasons why people reject God and his word. We shouldn’t be so naive as to think that the problem of unbelief is merely intellectual.
The Root of the Problem
Unbelief because of “insufficient evidence” is, in reality, a smokescreen. “The problem with human unbelief is not the absence of evidence; rather, it is the suppression of it” (Zacharias, Ravi. Can Man Live Without God?, p. 183).
People choose not to believe in God not simply because they’ve weighed the evidence and found it lacking, but rather because they prefer darkness over light (John 3:19-20). They prefer “friendship with the world,” even though it means “enmity with God” (James 4:4).
Many Don’t Like the God of the Bible
“They hear God is an infinitely holy, pure, and righteous Being, and they don’t like Him upon this account; they have no relish of such kind of qualifications; they take no delight in contemplating them. … They see no manner of beauty or loveliness nor taste any sweetness in them. … They have greater aversion to Him because He is omniscient and knows all things; because His omniscience is a holy omniscience. They are not pleased that He is omnipotent, and can do whatever He pleases; because it is a holy omnipotence. They are enemies even to His mercy, because it is a holy mercy. They don’t like His immutability, because by this He never will be otherwise than He is: an infinitely holy God” (Edwards, Jonathan. Men Are Naturally God’s Enemies. http://www.biblebb.com/files/edwards/enemies.htm).
“Natural man suffers from prejudice. He operates within a framework of … bias against the God of Christianity. The Christian God is utterly repugnant to him because He represents the threat of threats to man’s own desires and ambitions. The will of man is on a collision course with the will of God. Such a course leads inevitably to a conflict of interests…. Men would apparently rather die in their sin than live forever in obedience” (Sproul, R.C., If There’s a God, Why Are There Atheists?, p. 146).
A Refusal to Accept What Is Knowable
The apostle Paul also points out in the beginning of his letter to the Christians in Rome that the problem of unbelief is not merely intellectual. Paul “reminded the Christians in Rome of those who, ‘although they knew God, they did not honor him as God or give thanks to him, but they became futile in their thinking, and their foolish hearts were darkened. And since they did not see fit to acknowledge God, God gave them up to a debased mind to do what ought not to be done’ (Romans 1:21,28). The problem about which the apostle wrote was not a failure to accept what was unknowable (the text in Romans clearly indicates that these were people who could, and did, know of the existence of God). Rather, it was a problem of refusing to accept what was knowable-i.e., God’s reality. Those to whom Paul referred had such a built-in prejudice against God … [so] that they … refused to have God in their knowledge” (http://apologeticspress.org/apPubPage.aspx?pub=1&issue=493).
Faith Is Foolishness for the “Natural Man”
“When Paul wrote his first epistle to the Christians in Corinth, he observed that ‘a natural man [i.e., one led by his own wisdom] does not accept the things of the Spirit of God, for they are foolishness to him’ (1 Corinthians 2:14, NASB). Man’s bias against God thus has become one of the chief causes of unbelief, which no doubt explains why the Hebrew writer warned: ‘Take care, brethren, that there not be in any one of you an evil, unbelieving heart that falls away from the living God’ (Hebrews 3:12)” (Ibid.).