We criticize art as a way of determining to what degree the art (and to a lesser extend the artist) in question did its job of evoking an emotional response in the person who experienced it.
As for criticizing others for non-art related things like religion, political beliefs, etc., it's probably to do with the idea that we think we are right in our beliefs (or lack thereof) and that others are not and that we can enlighten them if we state (or yell) our reasons as to why we are right for believing (or not believing) in something. The more people that believe (or don't) believe in the thing we do, the more we can silence any nagging of self-doubt.
Anyways that's enough pop psychology from me in this pointless thread.
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