That is a very reasonable question.
And that response alone is (IMO) fairly good evidence that you are a rational and intelligent individual (of course, whether or not my opinion has any validity rests in part on my own "idiocy" factor).
I don't concider myself stupid because I am not stuck in one religion or sect.
I am more than open to widening my horizons.
There is an oft quoted dictum that "minds are like parachutes: they only function when open." And while this is true to a certain extent, there is the issue of having so open a mind that one's brains fall out,
More importantly, there is the issue of equating stupidity with the adoption of a particular religious view (even with the caveat "stuck in one religion or sect", as it is rather hard to determine whether another is "stuck"). Until rather recently (and thanks in part to this forum), I didn't realize my own bias not so much against those who belong to some religion as for those who do not. I never believed that being religious entailed stupidity, as apart from anything else, my father was brought up in both a highly intellectual environment and one without any religious or spiritual views, yet he converted to Catholicism before I was born (and I have a hard time believing this is the result of stupidity for a number of reasons, including the fact that he receieved his undergrad degree in physics from Dartmouth and his law degree from Cornell, which I would think requires at least an average amount of intelligence). Yet after abandoning the faith in which I was raised, I seem to have somehow unconsciously tended to believe that agnostics and atheists are more rational and open-minded, at least when it comes to science.
I realized this bias here thanks to a few discussions with those who had no religious affiliation yet clung dogmatically to a particular stance on some philosophical and/or scientific issue anyway.
Having already studied the effect of worldview (religious or not) and how much it can hinder one's ability to evaluate a given topic with minimal bias (I even had a paper published on the subject), it was something of a revelation to realize that although I had never equated religious views with close-mindedness nor with stupidity, I had somehow accorded those without such views with an unwarranted rationality.
We are all to some extent products of our environment, and we all have a framework through which we interpret everything. At best we can aspire to recognize as much of our own biases as possible, and attempt to question whatever assumptions or beliefs we hold (if only to reaffirm their validity).
Many people never left the church because they were indoctrinated.
But those that were smarter were able to leave, but it was not without guilt instilled by the indoctrination.
Indoctrination is a given, unless one is raised without human interaction (i.e., feral children). And religion is hardly the only dogma out there (if they 20th century demonstrated anything, it's that socio-political indoctrination and dogma can be just as pervasive, just as destructive, and just as all-encompassing as religious dogma). It's certainly true that many people never leave the religions they were raised in because they were either never taught to question it (or taught never to question it), or they were simply never taught to question, reason, analyze, etc., at all. It is also certainly true that religion, by its very nature, entails a certain amount of faith which I would argue is not required by agnosticism or atheism. That said, the reason I eventually decided I did not believe in the faith in which I was raised has a great deal to do with the way my parents (and in particular my father) forced me to question, defend, and think about any and all opinions I had.