Some people are born in it (this can be anything from a small family to an entire cultural group) and never manage to break free, some people want power/wealth/status enough they're willing to do any number of evil acts, some people will do any number of evil acts to retain their power/wealth/status, and for some people the evil is an end in and of itself.

There's also no reason to assume the cult believes or is going to be their evil god(s) slaves or meals or whatever, they might believe that they will be in some sort of overseer position over non-cult members, or beloved consorts, any number of things. Or to them being slaves and/or tributes might sound like a good deal compared to whatever.

Why would their world work in a way where they are punished by the other god(s), anyway? How would they know, and if it is an accepted fact that that's what happens, why would they believe it? In the real world, even people who aren't "in a cult" semi-regularly don't believe in accepted facts for any numbers of reasons (just think of flat earthers)