Let's say someone comes to you and says that if you don't change certain behaviors then they will cook your children. Like, literally cook them to death. And you (maybe not at first, but eventually) believe the threat is real. Then I would say that it is wholly compatible with human nature for you to change your behavior even with no other benefit to yourself, even if you are very attached to that behavior.

At the same time, you're right -- the 2 missing pieces are believing the threat is real, and thinking that you can get by if lots of other people change their behavior instead. Which they won't any more than you will, but that leads us back to human nature again.