Many people feel comfortable believing in a god of their own making -- a god that is okay with their sin and who doesn't judge them.
Ray Comfort writes:
[We] shouldn’t make a god to suit ourselves, either with our hands or our mind. I was guilty of this. I made a god to suit myself. My god didn’t mind a “white” lie or a fib here and there—in fact, he didn’t exist. He was a figment of my imagination, an “image” which I shaped to suit myself. Is your God the One revealed in Holy Scripture? If not, then you have made your own god to suit yourself—you have committed the oldest sin in the Book. Scripture warns that no idolater will enter the Kingdom of Heaven.
See: Are you a good person? Are you good enough to go to heaven? - One Way Jesus
As a side-note, the two people that I mentioned above both told me that they also pray to this "god" (because I asked them), but in actuality they are not praying to anyone because this "god" does not exist outside of their own mind. The God of the Bible does not hear the prayers of unrepentant sinners. Neither does He hear the prayers of those who choose to pray through a mediator other than Jesus i.e. Mary, Saints, Angels etc.
See: Does God hear/answer the prayers of unbelievers? - One Way Jesus