Aside from fear of the unknown, the obvious reason people choose to hang onto their old core belief is that they still believe it! It still feels true on some deep level. And because the confused logic of the Drill Sgt. says that they need to carry this belief or they will be unsafe and unloved, they cling to that old, painful, bogus story. They are fearful that, if they start to behave in accordance with their desired belief, they will be judged, criticized, and risk the limited security they currently experience in their world.
Much of your life experience has been lived through the lens of your old core belief. Every interaction has been framed by that thought about yourself and interpreted as though it were true. Every choice you have made has had that story about yourself at its core. So, of course you still believe it on some level. You have to come to see it as part of you or who you really are. Deep down, in your gut, you are going to require some life experience to shake it loose.