Well, not being a devoted Christian (I was raised Methodist, but lapsed some years ago) I am probably not the best person to answer this question, but I think there are a few reasons. First of all, so much about religion is a matter of interpretation. There are so many different flavors of Christianity (and of Judaism and Islam, but I don't know nearly as much about them), and the one I was raised in never really struck me as particularly anti-women. Some people practiced it that way, but at its core, it didn't have to be. My parents, for example, are both very Christian, but they are also (essentially) feminists. So it depends.

As for the much more sexist variations, generally the fundamentalist/evangelical denominations, the thing about them is that they tend not to encourage independent thought. So the women (and men) in them don't ever think to question it. Women, and other people who aren't white men who practice their particular type of Christianity, are second class citizens, and that's just the way it is, ordained by God, and who wants to go against God? People do break that mindset, but it's hard. And I can understand why, when it's all you've ever known. It would be like escaping a cult.