Costly rituals make free-riding difficult. If I merely want the benefits of religious affiliation, would I really be willing to undertake a costly pilgrimage or walk over burning coals? Probably not. On the other hand, if you see that I am willing to do those things, you can be fairly certain that I am indeed very religious. To put it another way, the more pointless the ritual, the more painful, the more valuable it becomes as a signal of authenticity.
