We can't all be strong.
In any group where everyone is different, some are stronger and some are weaker. There is a hierarchy of power (no matter what the specific kind is). And every single individual wants to satisfy his own wish of being stronger than his neighbors.
Now, if you are weak, it's in your best interest to attach yourself to stronger individuals. Because in the end, if they win, you win[^stab]. So you, as a weaker entity, look for leadership in this stronger individual. You will not be his equal, but at least you will be better than other individuals who are stronger than yourself. But the stronger individual also benefits from being in a group. Because then he can take on more than one single individual who might be almost as strong as he his. If he doesn't do this, there is a chance that a couple of slightly-less-stronger than himself will gang up on him.
[^stab]: Especially if you stab them in the back after you've won :)
The point here is: everyone wants to be in a group, for one reason or another. And if you are in a group, chances are you do as the group does, no questions asked. Because you don't want to be left out.
This leads to a very interesting question: Do people like to be told what to do?
Let's consider this: We have been part of some group or another basically forever. And, if you are in a group, you tend to do as the people of that group do. Multiply this by endless centuries of doing the same thing and - all of the sudden - you have individuals that don't do any thinking at all. The leaders do that for them. That does not mean they like it. It just means that they are so used to it that it's easier to follow orders than to question them, simply because that's what you've been doing all this time.
And that - i believe - explains things like organized religion, eating fast food every day, or dictatorships. We do these things because other people tell us to do it, be it by ways of tradition, advertising and media[^media], or plain word of mouth. We are so formatted to group thinking that most of the time we don't question these things.
[^media]: Look into how much money brands put into advertising these days and get ready to have you mind blown. As a bonus, look at a few ads and see how many are implicitly getting you into group thinking mode.
So do people like to be told what to do? I don't think so. But it sure is easy, don't you agree?