Have you chosen to believe that the Sun rises in the East? Have you chosen to believe that a dropped rock will fall to the Earth, rather than rising up into the sky? Before answering, try convincing yourself through force of will that the Sun actually rises in the west, and that the next time you drop a rock that it will float into the stratosphere, rather than being drawn by the force of gravity to the Earth.
Can you do it? I'm willing to wager you can't. But what if I offered you some incentives?
What if I told you that somewhere in my house is an invisible penguin that I never have to feed, and that if you believe me I will give you one million dollars - no strings attached.
Could you honestly believe that? No matter how much you may want to, can you really believe it? Or would you immediately think something along the lines of "this sounds like a poorly organized scam - I need to get out of here."
What if I added a punishment caveat? Believe in my undetectable penguin and you get a million dollars, but fail to believe and some night, when you least suspect it, a flock of pigeons will break into your house and poop on your dining room table.
Everybody would love to have a spare million bucks, and nobody wants their eating surface covered in pigeon doo. So why not take a crack at believing it? After all, what have you got to lose, even for the remote chance I'm telling the truth?
It's not because you don't want to acquire the benefits and avoid the consequences, it's because you are incapable of believing such a proposition. It's not that you actually know the penguin's not there, you just don't believe it. You've not studied every species of penguin, nor could you likely ever accomplish such a task (especially for a claim this outlandish). The fact is that the existence of such a penguin is just so contradictory to everything you know about reality, and there is no good reason to believe that a group of pigeons anywhere has any interest in soiling your table. Not only are you a slave to your understanding of the world in this case, I'd wager you're completely unshaken by my threat. Nobody really disputes such common sense until it is applied to religion.
Granted, there are some very gullible people in the world - but they are not trying to be gullible. Their gullibility is always noted in retrospect. At the time, they believe they are drawing the most realistic conclusions from the probabilities surrounding them just as you and I do. Nobody wants to be gullible, and in the case of my penguin (who I've just now decided to name "Linus") would you really consider anybody blessed if they could believe without seeing?
So if we cannot choose our beliefs, how much sense does it make for God to demand that we do? Do I find the prospect of eternal life appealing? Sure. Do I find the idea of Hell unpleasant? Absolutely. But I cannot simply choose to believe them any more than I can choose to believe the Sun will rise in the West, a stone will be unaffected by gravity for the first time, talking fish are really waiting to converse with me, or invisible penguins and flocks of spiteful birds have a vested interest in my believing in them. The propositions of Christianity are in direct conflict with reality to such an extent that my stance on Jesus is made up for me, since none of us can alter our beliefs by force of will.
People will retort that the bible says a god exists. But the bible also says that this very unimaginative god sent a flood sufficient to wipe out all land-dwelling animals (he must've had a thing for fish) - all to execute god's genocidal impulse (surely with the help omniscience, a more compassionate method could have been dreamed up...I could do it, and I'm far from all-knowing). The book also says that Jonah lived inside the tummy of an enormous fish for three days, somehow surviving all the acids and such in the beast's stomach. These sound like fairy tales to me, as does the prospect of people walking on water and unnecessarily rising from the dead. And since myths seem to be the flavor of the bible, I find it likely that the god of the bible is also a myth. Basically, if the bible said there were invisible penguins, I wouldn't believe it until I saw one myself. Likewise, the bible may say a god exists, but I still won't believe it until I see one myself.
He remains free to drop by whenever he pleases.