In cosmology, you can observe the Universe and interpret it, create theories, etc. Even though you weren't there when the Universe was formed, you can still take a guess at how it happened by looking at the Universe now. An example would be Cosmic Background Radiation; we can observe it and hypothesize how the Universe began using its data, even though we obviously weren't there. In religion, it's hard to observe something such as a god, which you can't observe...
But I can see what you're saying. It does require a bit of faith on the scientists, but keep in mind that all theories are scrutinized and criticized by many other people, and if they still hold up, then it must be a pretty strong theory.