Most theists will deny that they do it but it's usually easy to demonstrate that religious beliefs are
not based an objective assessment of the evidence but on a received conclusion which is then protected and reinforced by highly selective cherry-picking of the evidence which is often heavily weighted whilst contradictory evidence is minimised, ignored or dismissed on spurious grounds.
'Evidence' can even include assumed evidence such as that 'list of eyewitnesses of the life of Jesus', 'all those fulfilled prophecies in the Bible which have been independently verified', or, in the case in point, 'all the historical names, places and events' mentioned in the Bible.
Nothing wrong with these as examples of evidence, of course, apart from just one thing - they are all false. There are
no authenticated eyewitness of the life of Jesus; there are no fulfilled prophecies in the Bible which can be independently verified and there are no historical names, places or events in the Bible which give it an authenticity as a holy book.