Interestingly enough, this is the simple philosophy as to why:
Say you see Romeo and Juliet on the stage. It's a great rendition, and you have the experience that people like to say is an immersion experience. You seem to forget about the world around you, and begin to empathize with the characters. So, what is it that you are feeling?
Is it Romeo and Juliet's love for each other? No, because they don't exist.
Is it your love for Romeo? No, because he is fictional and you are not.
Is it a past experience of love that you are experiencing? No, because it perhaps does not exist now in time, or you may not have experienced it at all yet.
So then what is it? You are certainly experiencing something, even though clearly it is something that does not exist as you seem to know it. It must, in that case, be true love, unmarred by earthly bounds. Real, unadulterated, unbiased love. The universal love.
In other words, the viewer is able to transcend the human emotional feeling of love and experience truth in the form of love on a different plane altogether. And, if you apply this to religious love and devotion, the same rules apply by simply creating great religious theater. By creating devotion on stage, you can experience true devotion mentally.
Granted rasa has strict rules you must follow to experience this, but this is the basic idea.