Many years ago I for an unrelated reason I had every incentive to believe in God or Christianity to be specific, but I've had a lot of doubts, so I arranged a meeting with a priest and the end result was he actively advising me Christianity is not for a person such as I, and he genuinely was discouraging me going down that path while he was explaining a few things to me.
He did a lot of research in his youth, like me, question every evidence that's been presented, verifying their validity and accuracy. He also looked at religions beyond Christianity, like Buddhism, Hinduism etc. But in the end, like themightyfetus, he's concluded that god can never be 100% proven. In fact, few things in live can be 100% proven. So what made him devote himself to Christianity he said, was faith. He said if he can prove 70% that god exist, then faith is what makes up the remaining 30%, also implying taking the leap of faith is essentially accepting the risk of 30% chance being inaccurate.
The OP asked what harm is there to believe in god? And what ultimately drives a person to either taking the leap or faith or not? I think it comes down to a basic cost benefit analysis occurs in the back of our heads. The many attractive things that comes along with believing in God as mentioned in the OP's video, versus negatives such as various rules like forbidden sex before marriage and homosexuality (though this is changing) for Christians, forbidden to eat meat for Buddhism, and more importantly as I mentioned, is braving the risk of being inaccurate.
Now how important is the value of accuracy, along with the compliance of those rules, is a very person matter. Just like some people value stability, others value harmony. As a result everyone's cost-benefit analysis varies greatly. Following the previous example, if there is enough evidence to prove 70% of God's existence, someone who values accuracy highly would choose to believe it at 70%, leave the rest open without being in a hurry to conclude. Others might feel like leaving it open leaves them directionless, and they feel the need to make a decision for closure, so they might either choose to take the leap of faith or don't believe it entirely.
At the end of our talk, the priest concluded that I am not suitable for Christianity, that I am the type to be happily leaving things open ended and that there is no place for a religion in me, and there's absolutely nothing wrong with that. At
Home - Personality Type and Personal Growth | Personality Hacker they label my primary function Ti as "accuracy" in some of their very informative podcasts, quite accurately (no pun intended) because it has a lot to do with double checking and triple checking data for discrepancies and reliability. And this being the Primary function means accuracy is super high on my list of values. I suspect many INTP will share this view having the same Ti primary function.