Sunk costs do apply to religion when someone is having doubts. If they are not questioning themselves, they are probably satisfied with the status quo. If someone comes along and questions it, they will attack in fear because they do not want the status quo to change. You could probably watch any church in the news and they will perfectly demonstrate this concept.

The whole irony is that most churches teach "sunk costs" in one form or another. My former New Thought church was HUGE on this, but it wasn't called "sunk costs." An entire elaborate philosophy was built around this concept which was a dominant teaching. It was actually a very helpful teaching to me personally. I now realize this church/belief system holds the seed for their own destruction. If people actually followed their own spiritual path as they encouraged and shed old ideas like a snake sheds a skin, people would actually leave. The key is to actually think and question.